-65.8%
RBLX vs SAP
-19.0%
-46.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.1% | -4.1% | +9.1% | +6.4% |
| 30D | +28.0% | +1.1% | +26.9% | +27.5% |
| 3M | +4.6% | +26.1% | -21.5% | -2.8% |
| 6M | -24.7% | +9.8% | -34.4% | -27.8% |
| YTD | -43.8% | -13.6% | -30.3% | -44.4% |
| 1Y | -65.8% | -18.7% | -47.1% | -65.8% |
| All | -65.8% | -19.0% | -46.8% | -65.8% |
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