-50.7%
RBLX vs ABCL
+189.1%
-239.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.9% |
| 7D | +7.9% | +4.4% | +3.5% | +7.3% |
| 30D | +3.9% | -7.9% | +11.7% | +4.8% |
| 3M | +44.7% | +12.2% | +32.5% | +41.7% |
| 6M | +23.8% | +134.7% | -111.0% | +7.7% |
| YTD | -36.5% | +239.8% | -276.3% | -52.8% |
| 1Y | -50.7% | +192.7% | -243.4% | -61.3% |
| All | -50.7% | +189.1% | -239.8% | -61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling