-53.8%
RBLX vs SAN
+294.0%
-347.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +1.2% | +4.0% | -2.8% | -0.6% |
| 30D | +5.0% | -7.8% | +12.8% | +8.8% |
| 3M | +31.5% | -16.4% | +47.9% | +41.8% |
| 6M | +18.9% | +3.5% | +15.4% | +16.1% |
| YTD | -38.4% | +6.7% | -45.1% | -41.4% |
| 1Y | -50.7% | +14.5% | -65.2% | -54.8% |
| 3Y | +28.8% | +243.5% | -214.7% | -33.6% |
| All | -53.8% | +294.0% | -347.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling