-28.2%
RBLX vs COO
-34.7%
+6.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.3% |
| 7D | +1.2% | +0.5% | +0.8% | +1.0% |
| 30D | +5.0% | +14.2% | -9.2% | -0.6% |
| 3M | +31.5% | -18.2% | +49.7% | +42.6% |
| 6M | +18.9% | +5.3% | +13.6% | +13.6% |
| YTD | -38.4% | -23.6% | -14.8% | -31.4% |
| 1Y | -50.7% | -12.7% | -38.0% | -48.9% |
| 3Y | +28.8% | -24.2% | +53.0% | +29.0% |
| 5Y | -53.6% | -40.0% | -13.6% | -49.9% |
| All | -28.2% | -34.7% | +6.5% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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