-48.4%
RBLX vs ALB
-43.9%
-4.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.1% |
| 7D | +8.0% | -8.6% | +16.6% | +10.6% |
| 30D | +20.2% | -4.0% | +24.2% | +21.1% |
| 3M | +3.5% | -17.4% | +20.9% | +8.2% |
| 6M | -28.9% | -25.4% | -3.6% | -24.6% |
| YTD | -45.1% | -10.5% | -34.5% | -45.4% |
| 1Y | -66.2% | +75.8% | -142.0% | -73.5% |
| 3Y | +53.5% | -28.5% | +82.0% | +56.5% |
| 5Y | -48.4% | -45.1% | -3.3% | -44.7% |
| All | -48.4% | -43.9% | -4.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling