-52.6%
RBLX vs SAN
+23.5%
-76.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.4% | +2.1% | +6.2% |
| 7D | -7.5% | +4.5% | -12.0% | -8.7% |
| 30D | +10.6% | -12.1% | +22.7% | +14.6% |
| 3M | +33.3% | -15.6% | +48.8% | +39.3% |
| 6M | +3.7% | +5.8% | -2.1% | +0.4% |
| YTD | -39.1% | +5.5% | -44.6% | -41.6% |
| 1Y | -52.6% | +23.6% | -76.2% | -55.7% |
| All | -52.6% | +23.5% | -76.1% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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