-34.5%
RBLX vs COR
+223.1%
-257.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +5.1% | -2.8% | +7.9% | +4.9% |
| 30D | +28.0% | +2.6% | +25.5% | +28.1% |
| 3M | +4.6% | +14.5% | -9.8% | +5.1% |
| 6M | -24.7% | -7.8% | -16.8% | -24.9% |
| YTD | -43.8% | -4.2% | -39.6% | -43.7% |
| 1Y | -65.8% | +7.0% | -72.8% | -65.4% |
| 3Y | +59.4% | +85.5% | -26.2% | +68.7% |
| 5Y | -48.2% | +181.2% | -229.4% | -37.5% |
| All | -34.5% | +223.1% | -257.7% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling