-34.5%
RBLX vs VYM
+93.0%
-127.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.5% |
| 7D | +5.1% | -0.8% | +5.9% | +6.1% |
| 30D | +28.0% | -2.2% | +30.3% | +31.7% |
| 3M | +4.6% | +3.1% | +1.6% | +0.4% |
| 6M | -24.7% | +9.7% | -34.4% | -33.3% |
| YTD | -43.8% | +14.9% | -58.7% | -53.0% |
| 1Y | -65.8% | +17.6% | -83.3% | -72.2% |
| 3Y | +59.4% | +65.3% | -5.9% | -19.9% |
| 5Y | -48.2% | +78.7% | -126.9% | -74.0% |
| All | -34.5% | +93.0% | -127.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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