-35.5%
RBLX vs ROL
+13.8%
-49.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.4% |
| 7D | +10.2% | -3.4% | +13.6% | +11.6% |
| 30D | +18.6% | -6.9% | +25.5% | +21.7% |
| 3M | +6.0% | -24.6% | +30.6% | +17.4% |
| 6M | -29.5% | -39.5% | +10.1% | -14.7% |
| YTD | -44.7% | -41.1% | -3.6% | -32.6% |
| 1Y | -65.1% | -37.9% | -27.2% | -58.8% |
| 3Y | +54.5% | +0.8% | +53.7% | +36.1% |
| 5Y | -46.3% | -4.7% | -41.7% | -57.7% |
| All | -35.5% | +13.8% | -49.3% | -54.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling