-65.8%
RBLX vs ROK
+27.3%
-93.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | +28.0% | -4.8% | +32.8% | +29.4% |
| 3M | +4.6% | -6.1% | +10.7% | +4.9% |
| 6M | -24.7% | +15.5% | -40.1% | -32.3% |
| YTD | -43.8% | +11.2% | -55.0% | -47.7% |
| 1Y | -65.8% | +23.8% | -89.6% | -70.7% |
| All | -65.8% | +27.3% | -93.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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