-28.2%
RBLX vs ROP
+27.2%
-55.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.2% |
| 7D | +1.2% | +0.7% | +0.5% | +0.7% |
| 30D | +5.0% | +28.8% | -23.8% | -12.2% |
| 3M | +31.5% | +21.1% | +10.5% | +14.2% |
| 6M | +18.9% | +52.5% | -33.6% | -13.4% |
| YTD | -38.4% | +8.9% | -47.3% | -42.9% |
| 1Y | -50.7% | +8.2% | -58.9% | -54.1% |
| 3Y | +28.8% | -5.2% | +34.0% | +27.3% |
| 5Y | -53.6% | +1.7% | -55.3% | -60.4% |
| All | -28.2% | +27.2% | -55.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling