+22.7%
VZ vs RBLX
-30.4%
+53.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.2% | +8.1% | -9.3% | -1.1% |
| 30D | +5.7% | +23.9% | -18.2% | +5.9% |
| 3M | +8.2% | +8.1% | +0.1% | +8.3% |
| 6M | +1.7% | -23.7% | +25.4% | +1.7% |
| YTD | +28.9% | -44.6% | +73.5% | +28.7% |
| 1Y | +22.7% | -66.2% | +89.0% | +23.0% |
| 3Y | +82.7% | +54.7% | +28.0% | +79.8% |
| 5Y | +26.4% | -48.9% | +75.3% | +21.9% |
| All | +22.7% | -30.4% | +53.2% | +21.4% |
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