-35.5%
RBLX vs ROP
+4.6%
-40.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.3% | +5.4% |
| 7D | +10.2% | -5.4% | +15.6% | +14.1% |
| 30D | +18.6% | -1.6% | +20.2% | +19.5% |
| 3M | +6.0% | +18.8% | -12.9% | -7.7% |
| 6M | -29.5% | +8.2% | -37.7% | -34.3% |
| YTD | -44.7% | -10.5% | -34.2% | -41.0% |
| 1Y | -65.1% | -23.7% | -41.4% | -57.9% |
| 3Y | +54.5% | -17.9% | +72.4% | +66.3% |
| 5Y | -46.3% | -15.3% | -31.0% | -48.0% |
| All | -35.5% | +4.6% | -40.1% | -33.4% |
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