-66.6%
RBLX vs COPX
+84.7%
-151.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.5% |
| 7D | +12.4% | -4.0% | +16.4% | +13.5% |
| 30D | +19.7% | +4.5% | +15.1% | +18.0% |
| 3M | -0.1% | +0.8% | -0.9% | -0.8% |
| 6M | -35.7% | +3.2% | -38.9% | -37.2% |
| YTD | -46.6% | +26.7% | -73.3% | -50.2% |
| 1Y | -66.6% | +85.7% | -152.3% | -74.7% |
| All | -66.6% | +84.7% | -151.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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