-35.5%
RBLX vs VST
+808.1%
-843.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.1% |
| 7D | +10.2% | +9.9% | +0.3% | +7.8% |
| 30D | +18.6% | +7.9% | +10.7% | +16.4% |
| 3M | +6.0% | +3.4% | +2.5% | +4.5% |
| 6M | -29.5% | -4.1% | -25.3% | -29.6% |
| YTD | -44.7% | -5.7% | -39.0% | -44.9% |
| 1Y | -65.1% | -18.9% | -46.2% | -64.2% |
| 3Y | +54.5% | +359.1% | -304.6% | -13.9% |
| 5Y | -46.3% | +766.9% | -813.2% | -75.5% |
| All | -35.5% | +808.1% | -843.6% | -71.6% |
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