-35.4%
RBLX vs COF
+79.5%
-114.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.7% |
| 7D | +8.1% | -6.1% | +14.2% | +11.5% |
| 30D | +23.9% | -5.2% | +29.1% | +27.0% |
| 3M | +8.1% | +17.0% | -8.9% | -0.4% |
| 6M | -23.7% | +12.9% | -36.6% | -28.6% |
| YTD | -44.6% | -13.5% | -31.1% | -41.2% |
| 1Y | -66.2% | -5.9% | -60.4% | -65.9% |
| 3Y | +54.7% | +117.1% | -62.4% | -7.7% |
| 5Y | -48.9% | +45.4% | -94.3% | -65.1% |
| All | -35.4% | +79.5% | -114.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling