-35.5%
RBLX vs COP
+183.0%
-218.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +10.2% | -0.8% | +11.0% | +10.3% |
| 30D | +18.6% | +15.6% | +3.0% | +15.9% |
| 3M | +6.0% | +14.3% | -8.4% | +3.3% |
| 6M | -29.5% | +17.0% | -46.4% | -31.7% |
| YTD | -44.7% | +47.4% | -92.1% | -49.1% |
| 1Y | -65.1% | +52.4% | -117.5% | -68.2% |
| 3Y | +54.5% | +20.8% | +33.7% | +45.0% |
| 5Y | -46.3% | +191.7% | -238.0% | -50.6% |
| All | -35.5% | +183.0% | -218.5% | -36.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling