-48.9%
RBLX vs COO
-51.8%
+2.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.7% | +15.5% | +7.8% |
| 7D | +8.1% | -23.3% | +31.4% | +21.6% |
| 30D | +23.9% | -29.5% | +53.4% | +45.3% |
| 3M | +8.1% | -20.0% | +28.1% | +18.5% |
| 6M | -23.7% | -27.2% | +3.5% | -12.4% |
| YTD | -44.6% | -33.9% | -10.7% | -33.3% |
| 1Y | -66.2% | -19.9% | -46.3% | -63.8% |
| 3Y | +54.7% | -38.1% | +92.8% | +73.4% |
| 5Y | -48.9% | -52.0% | +3.0% | -33.8% |
| All | -48.9% | -51.8% | +2.9% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling