+535.3%
VRT vs RBLX
+53.7%
+481.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | -7.7% | +8.1% | -15.8% | -9.3% |
| 30D | -12.0% | +23.9% | -35.9% | -16.3% |
| 3M | -11.7% | +8.1% | -19.8% | -17.1% |
| 6M | -8.1% | -23.7% | +15.6% | -5.5% |
| YTD | +53.2% | -44.6% | +97.8% | +73.7% |
| 1Y | +81.7% | -66.2% | +147.9% | +145.9% |
| All | +535.3% | +53.7% | +481.6% | +390.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling