+59.4%
RBLX vs VRSK
-26.5%
+85.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -5.2% | +10.2% | +6.3% |
| 30D | +28.0% | -2.3% | +30.3% | +28.5% |
| 3M | +4.6% | -2.9% | +7.5% | +5.6% |
| 6M | -24.7% | -12.8% | -11.9% | -22.6% |
| YTD | -43.8% | -20.8% | -23.0% | -41.4% |
| 1Y | -65.8% | -33.2% | -32.6% | -62.4% |
| 3Y | +59.4% | -26.6% | +85.9% | +54.9% |
| All | +59.4% | -26.5% | +85.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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