+57.2%
RBLX vs SAP
+53.9%
+3.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | +8.1% | -5.1% | +13.2% | +10.5% |
| 30D | +23.9% | -1.8% | +25.7% | +24.7% |
| 3M | +8.1% | +20.9% | -12.8% | -1.2% |
| 6M | -23.7% | +7.0% | -30.7% | -26.7% |
| YTD | -44.6% | -13.7% | -30.9% | -41.7% |
| 1Y | -66.2% | -19.6% | -46.6% | -63.3% |
| All | +57.2% | +53.9% | +3.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling