-29.1%
RBLX vs VST
+648.2%
-677.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.6% | -7.1% | +1.1% |
| 7D | +14.7% | -9.8% | +24.5% | +16.6% |
| 30D | +6.2% | -25.1% | +31.4% | +12.6% |
| 3M | +36.8% | -11.6% | +48.4% | +39.0% |
| 6M | +12.7% | -20.9% | +33.6% | +16.6% |
| YTD | -39.2% | -22.3% | -16.9% | -37.3% |
| 1Y | -51.3% | -32.0% | -19.3% | -48.3% |
| 3Y | +45.6% | +262.4% | -216.7% | -14.6% |
| 5Y | -36.8% | +563.4% | -600.2% | -69.5% |
| All | -29.1% | +648.2% | -677.2% | -67.7% |
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