-37.7%
RBLX vs VST
+793.6%
-831.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.5% |
| 7D | +12.4% | +8.9% | +3.5% | +10.2% |
| 30D | +19.7% | +6.2% | +13.5% | +17.9% |
| 3M | -0.1% | -2.7% | +2.6% | 0.0% |
| 6M | -35.7% | -8.4% | -27.4% | -35.2% |
| YTD | -46.6% | -7.2% | -39.3% | -46.6% |
| 1Y | -66.6% | -20.9% | -45.7% | -65.5% |
| 3Y | +52.3% | +384.0% | -331.7% | -17.0% |
| 5Y | -47.7% | +757.1% | -804.8% | -76.1% |
| All | -37.7% | +793.6% | -831.3% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling