-35.4%
RBLX vs COPX
+174.8%
-210.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +3.5% |
| 7D | +8.1% | -2.9% | +11.0% | +9.1% |
| 30D | +23.9% | 0.0% | +23.9% | +23.3% |
| 3M | +8.1% | +14.8% | -6.7% | +1.2% |
| 6M | -23.7% | +7.0% | -30.8% | -27.9% |
| YTD | -44.6% | +23.8% | -68.5% | -50.9% |
| 1Y | -66.2% | +75.7% | -141.9% | -74.5% |
| 3Y | +54.7% | +156.4% | -101.7% | -7.4% |
| 5Y | -48.9% | +167.6% | -216.5% | -69.9% |
| All | -35.4% | +174.8% | -210.2% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling