+369.5%
ALAB vs RBLX
+24.9%
+344.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | -6.2% | +5.1% | -11.2% | -8.0% |
| 30D | -8.7% | +28.0% | -36.7% | -16.8% |
| 3M | -20.7% | +4.6% | -25.4% | -25.7% |
| 6M | +133.5% | -24.7% | +158.2% | +146.6% |
| YTD | +75.1% | -43.8% | +118.9% | +111.7% |
| 1Y | +25.0% | -65.8% | +90.8% | +84.7% |
| All | +369.5% | +24.9% | +344.6% | +327.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling