-37.7%
RBLX vs ROL
+16.7%
-54.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +12.4% | -1.4% | +13.8% | +13.0% |
| 30D | +19.7% | -4.1% | +23.8% | +21.5% |
| 3M | -0.1% | -22.5% | +22.4% | +9.5% |
| 6M | -35.7% | -37.7% | +1.9% | -23.2% |
| YTD | -46.6% | -39.6% | -7.0% | -35.5% |
| 1Y | -66.6% | -36.0% | -30.6% | -61.1% |
| 3Y | +52.3% | -5.1% | +57.4% | +40.2% |
| 5Y | -47.7% | -3.4% | -44.4% | -59.3% |
| All | -37.7% | +16.7% | -54.4% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling