-26.3%
RBLX vs ABCL
-59.8%
+33.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +12.6% | +2.3% | +10.3% | +12.0% |
| 30D | +6.4% | -0.7% | +7.1% | +6.4% |
| 3M | +38.2% | +33.4% | +4.8% | +27.9% |
| 6M | +22.1% | +137.8% | -115.6% | -4.5% |
| YTD | -36.8% | +264.3% | -301.2% | -56.6% |
| 1Y | -51.4% | +209.2% | -260.6% | -65.4% |
| 3Y | +33.2% | +208.4% | -175.2% | -16.1% |
| 5Y | -46.3% | -11.9% | -34.4% | -53.7% |
| All | -26.3% | -59.8% | +33.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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