-37.7%
RBLX vs ALB
-10.2%
-27.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.4% | +8.8% | +5.6% |
| 7D | +12.4% | -8.1% | +20.5% | +15.0% |
| 30D | +19.7% | +6.3% | +13.4% | +17.1% |
| 3M | -0.1% | -23.6% | +23.5% | +6.9% |
| 6M | -35.7% | -24.6% | -11.1% | -31.9% |
| YTD | -46.6% | -10.3% | -36.3% | -47.0% |
| 1Y | -66.6% | +61.5% | -128.1% | -73.3% |
| 3Y | +52.3% | -34.0% | +86.3% | +60.4% |
| 5Y | -47.7% | -44.6% | -3.1% | -43.3% |
| All | -37.7% | -10.2% | -27.5% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling