-52.6%
RBLX vs SAP
-5.6%
-47.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +6.8% |
| 7D | -7.5% | +1.3% | -8.8% | -7.9% |
| 30D | +10.6% | +15.5% | -4.9% | +4.8% |
| 3M | +33.3% | +22.8% | +10.5% | +24.0% |
| 6M | +3.7% | +42.5% | -38.8% | -8.8% |
| YTD | -39.1% | +0.5% | -39.7% | -42.6% |
| 1Y | -52.6% | -5.9% | -46.7% | -54.8% |
| All | -52.6% | -5.6% | -47.1% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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