-65.8%
RBLX vs ROL
-37.8%
-28.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +5.1% | -3.2% | +8.2% | +4.8% |
| 30D | +28.0% | -4.9% | +32.9% | +27.6% |
| 3M | +4.6% | -25.8% | +30.4% | +2.1% |
| 6M | -24.7% | -37.6% | +12.9% | -28.2% |
| YTD | -43.8% | -41.5% | -2.4% | -44.7% |
| 1Y | -65.8% | -39.5% | -26.3% | -61.7% |
| All | -65.8% | -37.8% | -28.0% | -61.7% |
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