-35.9%
RBLX vs VALE
+56.1%
-92.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +8.0% | -1.8% | +9.9% | +8.5% |
| 30D | +20.2% | +6.7% | +13.5% | +18.4% |
| 3M | +3.5% | +4.9% | -1.4% | +2.1% |
| 6M | -28.9% | +3.6% | -32.5% | -29.9% |
| YTD | -45.1% | +21.9% | -66.9% | -47.8% |
| 1Y | -66.2% | +61.6% | -127.8% | -70.0% |
| 3Y | +53.5% | +52.1% | +1.3% | +35.3% |
| 5Y | -48.4% | +43.2% | -91.6% | -52.2% |
| All | -35.9% | +56.1% | -92.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling