+57.2%
RBLX vs VMC
+17.8%
+39.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +8.1% | -3.7% | +11.8% | +9.8% |
| 30D | +23.9% | -12.8% | +36.7% | +31.3% |
| 3M | +8.1% | -7.9% | +16.1% | +11.3% |
| 6M | -23.7% | -7.5% | -16.2% | -22.2% |
| YTD | -44.6% | -11.6% | -33.0% | -42.3% |
| 1Y | -66.2% | -14.3% | -52.0% | -64.3% |
| All | +57.2% | +17.8% | +39.4% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling