-37.7%
RBLX vs COP
+181.4%
-219.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +12.4% | +3.0% | +9.4% | +11.9% |
| 30D | +19.7% | +17.5% | +2.2% | +16.6% |
| 3M | -0.1% | +13.4% | -13.4% | -2.4% |
| 6M | -35.7% | +17.7% | -53.5% | -37.9% |
| YTD | -46.6% | +46.6% | -93.1% | -50.8% |
| 1Y | -66.6% | +44.6% | -111.2% | -69.3% |
| 3Y | +52.3% | +20.7% | +31.6% | +42.9% |
| 5Y | -47.7% | +185.0% | -232.8% | -51.8% |
| All | -37.7% | +181.4% | -219.0% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling