-52.6%
RBLX vs COR
+5.5%
-58.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.0% | +4.5% | +7.9% |
| 7D | -7.5% | +9.1% | -16.6% | -8.5% |
| 30D | +10.6% | +12.4% | -1.8% | +9.1% |
| 3M | +33.3% | +15.8% | +17.5% | +30.9% |
| 6M | +3.7% | +17.1% | -13.4% | +1.1% |
| YTD | -39.1% | +5.4% | -44.6% | -37.6% |
| 1Y | -52.6% | +3.5% | -56.2% | -51.6% |
| All | -52.6% | +5.5% | -58.1% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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