-52.6%
RBLX vs COP
+61.7%
-114.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.2% | +13.7% | +6.9% |
| 7D | -7.5% | -8.1% | +0.7% | -9.4% |
| 30D | +10.6% | +6.7% | +4.0% | +11.7% |
| 3M | +33.3% | +16.9% | +16.4% | +38.2% |
| 6M | +3.7% | +11.2% | -7.5% | +9.8% |
| YTD | -39.1% | +49.5% | -88.7% | -37.0% |
| 1Y | -52.6% | +60.7% | -113.3% | -52.4% |
| All | -52.6% | +61.7% | -114.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling