-34.5%
RBLX vs SAN
+404.6%
-439.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.5% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +28.0% | +0.9% | +27.1% | +27.4% |
| 3M | +4.6% | +19.1% | -14.5% | -2.3% |
| 6M | -24.7% | +33.2% | -57.9% | -33.0% |
| YTD | -43.8% | +29.1% | -73.0% | -49.7% |
| 1Y | -65.8% | +50.2% | -116.0% | -71.2% |
| 3Y | +59.4% | +351.0% | -291.7% | -14.5% |
| 5Y | -48.2% | +394.7% | -442.9% | -76.0% |
| All | -34.5% | +404.6% | -439.1% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling