-28.2%
RBLX vs VST
+697.4%
-725.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | +1.2% | +6.6% | -5.3% | -0.2% |
| 30D | +5.0% | -12.4% | +17.4% | +7.4% |
| 3M | +31.5% | -9.0% | +40.5% | +32.9% |
| 6M | +18.9% | -6.4% | +25.4% | +18.4% |
| YTD | -38.4% | -17.2% | -21.2% | -37.5% |
| 1Y | -50.7% | -22.0% | -28.7% | -49.3% |
| 3Y | +28.8% | +296.7% | -267.9% | -26.3% |
| 5Y | -53.6% | +637.6% | -691.2% | -78.1% |
| All | -28.2% | +697.4% | -725.6% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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