-66.6%
RBLX vs ROP
-21.5%
-45.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +7.9% | +5.4% |
| 7D | +12.4% | -4.4% | +16.8% | +13.8% |
| 30D | +19.7% | +3.2% | +16.4% | +18.4% |
| 3M | -0.1% | +23.1% | -23.1% | -6.7% |
| 6M | -35.7% | +13.3% | -49.0% | -39.1% |
| YTD | -46.6% | -7.9% | -38.7% | -50.2% |
| 1Y | -66.6% | -22.1% | -44.6% | -68.6% |
| All | -66.6% | -21.5% | -45.2% | -68.6% |
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