+24.5%
ALAB vs RBLX
-53.0%
+77.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.5% | -12.9% | -6.6% |
| 7D | -24.9% | -7.5% | -17.4% | -23.4% |
| 30D | -38.4% | +10.6% | -49.0% | -40.1% |
| 3M | -38.3% | +33.3% | -71.5% | -44.0% |
| 6M | +10.9% | +3.7% | +7.3% | +3.1% |
| YTD | +34.2% | -39.1% | +73.4% | +63.5% |
| 1Y | +24.5% | -52.6% | +77.2% | +75.0% |
| All | +24.5% | -53.0% | +77.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling