-46.2%
RBLX vs VICR
+57.6%
-103.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.8% | -1.1% |
| 7D | +5.1% | +5.0% | +0.1% | +3.8% |
| 30D | +28.0% | -12.5% | +40.5% | +30.8% |
| 3M | +4.6% | -33.6% | +38.2% | +11.3% |
| 6M | -24.7% | +10.7% | -35.3% | -32.9% |
| YTD | -43.8% | +80.6% | -124.4% | -56.8% |
| 1Y | -65.8% | +288.4% | -354.1% | -79.5% |
| 3Y | +59.4% | +213.8% | -154.4% | -9.0% |
| All | -46.2% | +57.6% | -103.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling