+59.4%
RBLX vs COF
+116.3%
-56.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +5.1% | -5.1% | +10.2% | +7.2% |
| 30D | +28.0% | -6.0% | +34.1% | +31.0% |
| 3M | +4.6% | +14.8% | -10.2% | -1.1% |
| 6M | -24.7% | +15.3% | -40.0% | -28.9% |
| YTD | -43.8% | -13.0% | -30.8% | -41.7% |
| 1Y | -65.8% | -5.7% | -60.1% | -65.6% |
| 3Y | +59.4% | +118.1% | -58.8% | +22.5% |
| All | +59.4% | +116.3% | -56.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling