+57.2%
RBLX vs SBAC
-11.3%
+68.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.1% |
| 7D | +8.1% | -5.3% | +13.4% | +8.6% |
| 30D | +23.9% | +0.4% | +23.5% | +23.8% |
| 3M | +8.1% | -11.9% | +20.0% | +9.2% |
| 6M | -23.7% | -4.5% | -19.2% | -24.3% |
| YTD | -44.6% | -4.3% | -40.3% | -45.1% |
| 1Y | -66.2% | -3.9% | -62.3% | -66.6% |
| All | +57.2% | -11.3% | +68.5% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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