-43.1%
RBLX vs VSXY
+37.5%
-80.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.8% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +28.0% | -18.7% | +46.7% | +32.4% |
| 3M | +4.6% | -4.0% | +8.6% | +4.7% |
| 6M | -24.7% | +67.5% | -92.1% | -34.5% |
| YTD | -43.8% | +39.7% | -83.5% | -49.7% |
| 1Y | -65.8% | +180.0% | -245.8% | -74.2% |
| 3Y | +59.4% | +337.3% | -277.9% | -8.3% |
| 5Y | -48.2% | +22.7% | -70.9% | -56.6% |
| All | -43.1% | +37.5% | -80.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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