-35.9%
RBLX vs VCLT
-8.6%
-27.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +20.2% | +0.1% | +20.1% | +20.0% |
| 3M | +3.5% | -2.9% | +6.4% | +7.3% |
| 6M | -28.9% | -4.0% | -25.0% | -25.5% |
| YTD | -45.1% | -2.2% | -42.8% | -43.5% |
| 1Y | -66.2% | -2.6% | -63.6% | -65.1% |
| 3Y | +53.5% | +12.3% | +41.2% | +32.2% |
| 5Y | -48.4% | -16.4% | -32.1% | -29.9% |
| All | -35.9% | -8.6% | -27.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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