+10.3%
RBLX vs SN
+490.7%
-480.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.5% |
| 7D | +12.4% | -9.3% | +21.7% | +14.0% |
| 30D | +19.7% | -4.8% | +24.5% | +20.5% |
| 3M | -0.1% | +40.4% | -40.5% | -5.0% |
| 6M | -35.7% | +50.9% | -86.7% | -39.7% |
| YTD | -46.6% | +54.9% | -101.5% | -50.0% |
| 1Y | -66.6% | +43.0% | -109.7% | -68.7% |
| 3Y | +52.3% | +391.8% | -339.5% | +33.0% |
| All | +10.3% | +490.7% | -480.3% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling