+31.0%
BABA vs RBLX
+52.4%
-21.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -2.2% | +8.0% | -10.2% | -2.8% |
| 30D | -17.3% | +20.2% | -37.5% | -18.8% |
| 3M | -7.8% | +3.5% | -11.3% | -9.1% |
| 6M | -16.8% | -28.9% | +12.2% | -14.8% |
| YTD | -24.7% | -45.1% | +20.4% | -21.0% |
| 1Y | -24.9% | -66.2% | +41.3% | -17.0% |
| All | +31.0% | +52.4% | -21.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling