+55.9%
RBLX vs COP
+21.4%
+34.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | +20.2% | +11.7% | +8.4% | +18.5% |
| 3M | +3.5% | +17.7% | -14.1% | +1.1% |
| 6M | -28.9% | +18.3% | -47.3% | -30.9% |
| YTD | -45.1% | +49.1% | -94.1% | -49.9% |
| 1Y | -66.2% | +53.3% | -119.5% | -69.6% |
| All | +55.9% | +21.4% | +34.5% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling