+365.7%
ALAB vs RBLX
+23.1%
+342.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.4% | -8.2% |
| 7D | +3.2% | +10.2% | -7.0% | -0.4% |
| 30D | -13.6% | +18.6% | -32.2% | -19.0% |
| 3M | -16.6% | +6.0% | -22.6% | -22.1% |
| 6M | +142.3% | -29.5% | +171.8% | +164.1% |
| YTD | +73.6% | -44.7% | +118.3% | +111.2% |
| 1Y | +33.7% | -65.1% | +98.8% | +95.3% |
| All | +365.7% | +23.1% | +342.6% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling