-34.5%
RBLX vs ROP
+2.7%
-37.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -4.6% | +9.7% | +8.3% |
| 30D | +28.0% | -1.7% | +29.7% | +29.0% |
| 3M | +4.6% | +17.1% | -12.4% | -7.9% |
| 6M | -24.7% | +10.9% | -35.5% | -31.3% |
| YTD | -43.8% | -12.1% | -31.8% | -39.3% |
| 1Y | -65.8% | -24.2% | -41.5% | -58.5% |
| 3Y | +59.4% | -20.4% | +79.7% | +76.1% |
| 5Y | -48.2% | -15.4% | -32.8% | -48.9% |
| All | -34.5% | +2.7% | -37.2% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling