-34.5%
RBLX vs COF
+80.5%
-115.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +5.1% | -5.1% | +10.2% | +7.8% |
| 30D | +28.0% | -6.0% | +34.1% | +31.9% |
| 3M | +4.6% | +14.8% | -10.2% | -2.8% |
| 6M | -24.7% | +15.3% | -40.0% | -30.3% |
| YTD | -43.8% | -13.0% | -30.8% | -40.5% |
| 1Y | -65.8% | -5.7% | -60.1% | -65.5% |
| 3Y | +59.4% | +118.1% | -58.8% | -5.1% |
| 5Y | -48.2% | +46.2% | -94.5% | -64.7% |
| All | -34.5% | +80.5% | -115.1% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling