-34.5%
RBLX vs VLO
+503.3%
-537.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +5.1% | +5.3% | -0.3% | +4.2% |
| 30D | +28.0% | +18.2% | +9.8% | +24.8% |
| 3M | +4.6% | +53.3% | -48.7% | -2.5% |
| 6M | -24.7% | +70.4% | -95.1% | -31.4% |
| YTD | -43.8% | +143.4% | -187.2% | -52.2% |
| 1Y | -65.8% | +153.0% | -218.8% | -71.1% |
| 3Y | +59.4% | +195.0% | -135.6% | +27.8% |
| 5Y | -48.2% | +618.8% | -667.0% | -61.7% |
| All | -34.5% | +503.3% | -537.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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