-33.6%
RBLX vs VG
-35.7%
+2.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.0% |
| 7D | +8.0% | +3.8% | +4.2% | +7.7% |
| 30D | +20.2% | +7.2% | +12.9% | +19.3% |
| 3M | +3.5% | +22.8% | -19.2% | +0.6% |
| 6M | -28.9% | +33.2% | -62.1% | -33.1% |
| YTD | -45.1% | +124.8% | -169.9% | -53.0% |
| 1Y | -66.2% | +15.8% | -82.0% | -68.3% |
| All | -33.6% | -35.7% | +2.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling