-34.5%
RBLX vs VMC
+57.1%
-91.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | +5.1% | -3.8% | +8.8% | +7.9% |
| 30D | +28.0% | -9.7% | +37.7% | +37.3% |
| 3M | +4.6% | -9.6% | +14.3% | +11.4% |
| 6M | -24.7% | -4.8% | -19.8% | -23.8% |
| YTD | -43.8% | -10.9% | -33.0% | -40.8% |
| 1Y | -65.8% | -15.6% | -50.2% | -62.4% |
| 3Y | +59.4% | +19.3% | +40.0% | +20.7% |
| 5Y | -48.2% | +48.0% | -96.2% | -67.7% |
| All | -34.5% | +57.1% | -91.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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