-48.9%
RBLX vs COP
+189.0%
-238.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +8.1% | +1.0% | +7.1% | +7.9% |
| 30D | +23.9% | +9.6% | +14.4% | +22.0% |
| 3M | +8.1% | +15.0% | -6.9% | +5.3% |
| 6M | -23.7% | +21.8% | -45.5% | -26.9% |
| YTD | -44.6% | +49.6% | -94.2% | -49.5% |
| 1Y | -66.2% | +49.9% | -116.1% | -69.3% |
| 3Y | +54.7% | +22.6% | +32.1% | +44.2% |
| 5Y | -48.9% | +193.6% | -242.5% | -53.4% |
| All | -48.9% | +189.0% | -238.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling