+1,180.4%
VRT vs RBLX
-31.0%
+1,211.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.5% |
| 7D | +2.4% | +8.0% | -5.6% | +0.7% |
| 30D | -2.7% | +20.2% | -22.8% | -6.8% |
| 3M | -9.2% | +3.5% | -12.7% | -12.8% |
| 6M | -0.5% | -28.9% | +28.4% | +3.2% |
| YTD | +62.3% | -45.1% | +107.4% | +78.3% |
| 1Y | +109.6% | -66.2% | +175.8% | +159.6% |
| 3Y | +573.1% | +53.5% | +519.6% | +465.0% |
| 5Y | +953.6% | -48.4% | +1,002.1% | +839.4% |
| All | +1,180.4% | -31.0% | +1,211.4% | +1,013.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling