-57.2%
BABA vs RBLX
-22.6%
-34.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.5% |
| 7D | -13.8% | +1.2% | -15.0% | -14.0% |
| 30D | -15.1% | +5.0% | -20.1% | -16.3% |
| 3M | -22.7% | +31.5% | -54.3% | -27.3% |
| 6M | -34.7% | +18.9% | -53.6% | -38.8% |
| YTD | -35.0% | -38.4% | +3.4% | -31.9% |
| 1Y | -40.4% | -50.7% | +10.3% | -34.7% |
| 3Y | +21.9% | +28.8% | -6.9% | +4.0% |
| 5Y | -39.9% | -53.6% | +13.7% | -48.3% |
| All | -57.2% | -22.6% | -34.6% | -64.9% |
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 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