-37.7%
RBLX vs COO
-27.4%
-10.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.0% |
| 7D | +12.4% | -2.2% | +14.6% | +13.5% |
| 30D | +19.7% | -7.0% | +26.7% | +23.5% |
| 3M | -0.1% | +12.2% | -12.3% | -6.2% |
| 6M | -35.7% | -15.1% | -20.6% | -30.9% |
| YTD | -46.6% | -15.1% | -31.5% | -42.7% |
| 1Y | -66.6% | +2.3% | -69.0% | -67.8% |
| 3Y | +52.3% | -23.7% | +76.0% | +59.8% |
| 5Y | -47.7% | -38.9% | -8.8% | -46.9% |
| All | -37.7% | -27.4% | -10.3% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling