+15.9%
RBLX vs SN
+447.8%
-431.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +5.1% | -7.3% | +12.3% | +6.2% |
| 30D | +28.0% | -13.6% | +41.6% | +30.7% |
| 3M | +4.6% | +18.6% | -14.0% | +1.9% |
| 6M | -24.7% | +46.0% | -70.6% | -28.8% |
| YTD | -43.8% | +43.7% | -87.5% | -46.8% |
| 1Y | -65.8% | +39.2% | -105.0% | -67.7% |
| 3Y | +59.4% | +306.5% | -247.1% | +39.9% |
| All | +15.9% | +447.8% | -431.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling