-35.9%
RBLX vs VMC
+55.3%
-91.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | +1.7% |
| 7D | +8.0% | -5.3% | +13.4% | +12.3% |
| 30D | +20.2% | -12.3% | +32.4% | +31.6% |
| 3M | +3.5% | -10.3% | +13.8% | +10.8% |
| 6M | -28.9% | -8.6% | -20.4% | -25.9% |
| YTD | -45.1% | -11.9% | -33.2% | -41.6% |
| 1Y | -66.2% | -13.9% | -52.3% | -63.5% |
| 3Y | +53.5% | +18.2% | +35.3% | +16.9% |
| 5Y | -48.4% | +47.7% | -96.2% | -67.7% |
| All | -35.9% | +55.3% | -91.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling