We investigate when the better than square-root cancellation phenomenon exists for
∑
n
≤
N
a
(
n
)
f
(
n
)
\sum _{n\le N}a(n)f(n)
, where
a
(
n
)
∈
C
a(n)\in \mathbb {C}
and
f
(
n
)
f(n)
is a random multiplicative function. We focus on the case where
a
(
n
)
a(n)
is the indicator function of
R
R
rough numbers. We prove that
log
log
R
≍
(
log
log
x
)
1
2
\log \log R \asymp (\log \log x)^{\frac {1}{2}}
is the threshold for the better than square-root cancellation phenomenon to disappear.