-66.6%
RBLX vs ROL
-35.4%
-31.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.4% |
| 7D | +12.4% | -1.4% | +13.8% | +12.3% |
| 30D | +19.7% | -4.1% | +23.8% | +19.4% |
| 3M | -0.1% | -22.5% | +22.4% | -2.0% |
| 6M | -35.7% | -37.7% | +1.9% | -39.0% |
| YTD | -46.6% | -39.6% | -7.0% | -47.2% |
| 1Y | -66.6% | -36.0% | -30.6% | -63.3% |
| All | -66.6% | -35.4% | -31.2% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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