-26.3%
RBLX vs VST
+686.4%
-712.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.3% |
| 7D | +12.6% | -6.0% | +18.7% | +13.5% |
| 30D | +6.4% | -18.8% | +25.2% | +10.8% |
| 3M | +38.2% | -8.0% | +46.2% | +39.2% |
| 6M | +22.1% | -10.9% | +33.1% | +23.0% |
| YTD | -36.8% | -18.3% | -18.5% | -35.7% |
| 1Y | -51.4% | -29.9% | -21.5% | -48.8% |
| 3Y | +33.2% | +290.3% | -257.1% | -23.4% |
| 5Y | -46.3% | +635.3% | -681.6% | -74.6% |
| All | -26.3% | +686.4% | -712.8% | -66.8% |
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