-34.5%
RBLX vs COPX
+174.5%
-209.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.1% | -2.3% | +7.4% | +5.8% |
| 30D | +28.0% | +0.3% | +27.8% | +27.3% |
| 3M | +4.6% | +6.8% | -2.2% | +0.8% |
| 6M | -24.7% | +7.9% | -32.6% | -29.0% |
| YTD | -43.8% | +23.7% | -67.6% | -50.3% |
| 1Y | -65.8% | +71.5% | -137.3% | -73.9% |
| 3Y | +59.4% | +149.1% | -89.7% | -3.1% |
| 5Y | -48.2% | +167.3% | -215.6% | -69.5% |
| All | -34.5% | +174.5% | -209.1% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling