-34.5%
RBLX vs SAP
+80.1%
-114.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -4.1% | +9.1% | +7.8% |
| 30D | +28.0% | +1.1% | +26.9% | +26.8% |
| 3M | +4.6% | +26.1% | -21.5% | -11.4% |
| 6M | -24.7% | +9.8% | -34.4% | -30.9% |
| YTD | -43.8% | -13.6% | -30.3% | -39.8% |
| 1Y | -65.8% | -18.7% | -47.1% | -61.8% |
| 3Y | +59.4% | +54.1% | +5.2% | -5.4% |
| 5Y | -48.2% | +54.7% | -103.0% | -73.7% |
| All | -34.5% | +80.1% | -114.7% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling