-66.6%
RBLX vs COF
+0.3%
-67.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +12.4% | +1.8% | +10.6% | +11.5% |
| 30D | +19.7% | -0.6% | +20.2% | +19.8% |
| 3M | -0.1% | +20.3% | -20.4% | -7.3% |
| 6M | -35.7% | +13.0% | -48.8% | -39.4% |
| YTD | -46.6% | -8.3% | -38.2% | -48.7% |
| 1Y | -66.6% | -1.5% | -65.2% | -67.5% |
| All | -66.6% | +0.3% | -67.0% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling