+28.8%
RBLX vs VST
+295.7%
-266.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | +1.2% | +6.6% | -5.3% | +0.1% |
| 30D | +5.0% | -12.4% | +17.4% | +7.0% |
| 3M | +31.5% | -9.0% | +40.5% | +32.6% |
| 6M | +18.9% | -6.4% | +25.4% | +18.5% |
| YTD | -38.4% | -17.2% | -21.2% | -37.6% |
| 1Y | -50.7% | -22.0% | -28.7% | -49.6% |
| 3Y | +28.8% | +296.7% | -267.9% | -7.0% |
| All | +28.8% | +295.7% | -266.9% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling