-35.4%
RBLX vs VICR
+87.3%
-122.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | +8.1% | -0.4% | +8.5% | +8.2% |
| 30D | +23.9% | -15.6% | +39.5% | +27.7% |
| 3M | +8.1% | -35.4% | +43.5% | +16.0% |
| 6M | -23.7% | +1.3% | -25.0% | -30.9% |
| YTD | -44.6% | +62.5% | -107.1% | -56.6% |
| 1Y | -66.2% | +255.5% | -321.7% | -79.6% |
| 3Y | +54.7% | +182.0% | -127.3% | -10.9% |
| 5Y | -48.9% | +42.9% | -91.8% | -65.1% |
| All | -35.4% | +87.3% | -122.7% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling