+1,152.0%
VRT vs RBLX
-29.5%
+1,181.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.3% |
| 7D | -8.4% | +5.1% | -13.4% | -9.4% |
| 30D | -10.9% | +28.0% | -38.9% | -15.8% |
| 3M | -13.7% | +4.6% | -18.3% | -17.3% |
| 6M | -4.1% | -24.7% | +20.5% | -1.8% |
| YTD | +58.7% | -43.8% | +102.6% | +73.5% |
| 1Y | +89.6% | -65.8% | +155.4% | +134.2% |
| 3Y | +558.1% | +59.4% | +498.8% | +447.8% |
| 5Y | +953.0% | -48.2% | +1,001.2% | +835.0% |
| All | +1,152.0% | -29.5% | +1,181.5% | +983.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 10y: compounded portfolio wealth divided by compounded RBLX 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…
10y analysis · Full analysis span regression · 6 months rolling