-35.9%
RBLX vs VSAT
+33.6%
-69.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.3% | +0.5% |
| 7D | +8.0% | +3.5% | +4.5% | +7.4% |
| 30D | +20.2% | -14.7% | +34.9% | +23.1% |
| 3M | +3.5% | +13.2% | -9.6% | -0.4% |
| 6M | -28.9% | +57.4% | -86.3% | -36.3% |
| YTD | -45.1% | +110.0% | -155.0% | -53.5% |
| 1Y | -66.2% | +134.4% | -200.6% | -72.2% |
| 3Y | +53.5% | +203.5% | -150.1% | +8.9% |
| 5Y | -48.4% | +47.1% | -95.6% | -59.9% |
| All | -35.9% | +33.6% | -69.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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