+59.4%
RBLX vs ROP
-19.1%
+78.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -4.6% | +9.7% | +7.1% |
| 30D | +28.0% | -1.7% | +29.7% | +28.5% |
| 3M | +4.6% | +17.1% | -12.4% | -3.5% |
| 6M | -24.7% | +10.9% | -35.5% | -28.9% |
| YTD | -43.8% | -12.1% | -31.8% | -41.2% |
| 1Y | -65.8% | -24.2% | -41.5% | -61.5% |
| 3Y | +59.4% | -20.4% | +79.7% | +61.5% |
| All | +59.4% | -19.1% | +78.5% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling