-66.6%
RBLX vs SAP
-19.8%
-46.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +12.4% | -2.9% | +15.3% | +13.4% |
| 30D | +19.7% | +9.0% | +10.7% | +16.6% |
| 3M | -0.1% | +14.9% | -15.0% | -4.6% |
| 6M | -35.7% | +11.9% | -47.6% | -38.8% |
| YTD | -46.6% | -9.9% | -36.6% | -47.7% |
| 1Y | -66.6% | -19.5% | -47.1% | -67.1% |
| All | -66.6% | -19.8% | -46.8% | -67.1% |
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