-29.1%
RBLX vs VT
+75.3%
-104.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.0% |
| 7D | +14.7% | -2.3% | +17.0% | +19.7% |
| 30D | +6.2% | -5.0% | +11.2% | +17.3% |
| 3M | +36.8% | -4.9% | +41.7% | +50.8% |
| 6M | +12.7% | -1.5% | +14.2% | +16.2% |
| YTD | -39.2% | +8.5% | -47.6% | -47.7% |
| 1Y | -51.3% | +11.4% | -62.7% | -60.3% |
| 3Y | +45.6% | +70.1% | -24.4% | -51.2% |
| 5Y | -36.8% | +53.7% | -90.5% | -71.8% |
| All | -29.1% | +75.3% | -104.4% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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