+57.2%
RBLX vs SAN
+342.3%
-285.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +8.1% | -2.8% | +10.9% | +9.2% |
| 30D | +23.9% | -0.5% | +24.5% | +24.0% |
| 3M | +8.1% | +22.7% | -14.6% | +0.5% |
| 6M | -23.7% | +28.8% | -52.5% | -30.8% |
| YTD | -44.6% | +26.3% | -70.9% | -49.6% |
| 1Y | -66.2% | +48.8% | -115.1% | -71.1% |
| All | +57.2% | +342.3% | -285.1% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling