-35.4%
RBLX vs VIVK
-100.0%
+64.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | +8.1% | -9.5% | +17.6% | +8.3% |
| 30D | +23.9% | -35.1% | +59.0% | +24.7% |
| 3M | +8.1% | -93.4% | +101.5% | +12.3% |
| 6M | -23.7% | -98.0% | +74.3% | -19.7% |
| YTD | -44.6% | -97.9% | +53.2% | -42.2% |
| 1Y | -66.2% | -100.0% | +33.8% | -63.8% |
| 3Y | +54.7% | -100.0% | +154.7% | +64.1% |
| 5Y | -48.9% | -100.0% | +51.1% | -45.8% |
| All | -35.4% | -100.0% | +64.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling