-48.9%
RBLX vs ROL
-4.5%
-44.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +8.1% | -3.2% | +11.3% | +9.5% |
| 30D | +23.9% | -6.6% | +30.5% | +27.2% |
| 3M | +8.1% | -27.3% | +35.4% | +22.8% |
| 6M | -23.7% | -38.1% | +14.4% | -7.2% |
| YTD | -44.6% | -41.8% | -2.8% | -31.0% |
| 1Y | -66.2% | -37.8% | -28.4% | -59.7% |
| 3Y | +54.7% | -0.3% | +55.0% | +33.1% |
| 5Y | -48.9% | -5.1% | -43.9% | -61.3% |
| All | -48.9% | -4.5% | -44.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling