-52.6%
RBLX vs ROP
+10.4%
-63.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.9% | +4.6% | +7.3% |
| 7D | -7.5% | +11.7% | -19.2% | -10.8% |
| 30D | +10.6% | +35.5% | -24.8% | -0.8% |
| 3M | +33.3% | +25.6% | +7.6% | +22.2% |
| 6M | +3.7% | +39.3% | -35.6% | -9.5% |
| YTD | -39.1% | +11.6% | -50.8% | -46.4% |
| 1Y | -52.6% | +10.6% | -63.3% | -58.0% |
| All | -52.6% | +10.4% | -63.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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