-34.5%
RBLX vs VIG
+85.5%
-120.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.2% |
| 7D | +5.1% | -1.1% | +6.1% | +6.8% |
| 30D | +28.0% | -2.7% | +30.8% | +33.7% |
| 3M | +4.6% | +2.5% | +2.1% | +0.4% |
| 6M | -24.7% | +9.2% | -33.9% | -34.7% |
| YTD | -43.8% | +9.8% | -53.7% | -51.5% |
| 1Y | -65.8% | +12.4% | -78.2% | -71.6% |
| 3Y | +59.4% | +55.9% | +3.5% | -26.5% |
| 5Y | -48.2% | +63.9% | -112.2% | -77.0% |
| All | -34.5% | +85.5% | -120.1% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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