-28.2%
RBLX vs SAP
+105.0%
-133.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +5.0% | +6.5% | -1.6% | +0.6% |
| 3M | +31.5% | +12.2% | +19.3% | +21.6% |
| 6M | +18.9% | +46.1% | -27.1% | -9.6% |
| YTD | -38.4% | -1.6% | -36.8% | -39.3% |
| 1Y | -50.7% | -5.1% | -45.6% | -50.1% |
| 3Y | +28.8% | +68.4% | -39.6% | -26.8% |
| 5Y | -53.6% | +79.4% | -133.0% | -78.3% |
| All | -28.2% | +105.0% | -133.2% | -72.2% |
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