-46.2%
RBLX vs ROK
+47.1%
-93.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.5% |
| 7D | +5.1% | -1.2% | +6.3% | +5.7% |
| 30D | +28.0% | -4.8% | +32.8% | +31.3% |
| 3M | +4.6% | -6.1% | +10.7% | +6.6% |
| 6M | -24.7% | +15.5% | -40.1% | -33.1% |
| YTD | -43.8% | +11.2% | -55.0% | -49.0% |
| 1Y | -65.8% | +23.8% | -89.6% | -71.0% |
| 3Y | +59.4% | +53.1% | +6.2% | +9.9% |
| All | -46.2% | +47.1% | -93.4% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling