+25.0%
ALAB vs RBLX
-66.3%
+91.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | -6.2% | +5.1% | -11.2% | -7.6% |
| 30D | -8.7% | +28.0% | -36.7% | -15.0% |
| 3M | -20.7% | +4.6% | -25.4% | -25.1% |
| 6M | +133.5% | -24.7% | +158.2% | +148.3% |
| YTD | +75.1% | -43.8% | +118.9% | +107.0% |
| 1Y | +25.0% | -65.8% | +90.8% | +59.9% |
| All | +25.0% | -66.3% | +91.3% | +59.9% |
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