+59.4%
RBLX vs VIVK
-100.0%
+159.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.6% |
| 7D | +5.1% | -4.4% | +9.4% | +5.2% |
| 30D | +28.0% | -40.8% | +68.8% | +29.7% |
| 3M | +4.6% | -94.1% | +98.8% | +11.6% |
| 6M | -24.7% | -98.2% | +73.5% | -17.9% |
| YTD | -43.8% | -98.0% | +54.2% | -39.9% |
| 1Y | -65.8% | -100.0% | +34.2% | -61.2% |
| 3Y | +59.4% | -100.0% | +159.4% | +65.3% |
| All | +59.4% | -100.0% | +159.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling