-34.5%
RBLX vs VICR
+108.2%
-142.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.8% | -1.1% |
| 7D | +5.1% | +5.0% | +0.1% | +3.7% |
| 30D | +28.0% | -12.5% | +40.5% | +30.9% |
| 3M | +4.6% | -33.6% | +38.2% | +11.5% |
| 6M | -24.7% | +10.7% | -35.3% | -33.1% |
| YTD | -43.8% | +80.6% | -124.4% | -57.1% |
| 1Y | -65.8% | +288.4% | -354.1% | -79.8% |
| 3Y | +59.4% | +213.8% | -154.4% | -10.5% |
| 5Y | -48.2% | +58.8% | -107.1% | -65.5% |
| All | -34.5% | +108.2% | -142.7% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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