-35.4%
RBLX vs SNAP
-90.4%
+55.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -0.5% |
| 7D | +8.1% | -3.2% | +11.3% | +9.1% |
| 30D | +23.9% | +0.2% | +23.7% | +23.4% |
| 3M | +8.1% | +2.6% | +5.5% | +5.7% |
| 6M | -23.7% | +12.4% | -36.1% | -28.6% |
| YTD | -44.6% | -31.6% | -13.0% | -39.4% |
| 1Y | -66.2% | -21.7% | -44.5% | -65.0% |
| 3Y | +54.7% | -41.2% | +95.9% | +45.0% |
| 5Y | -48.9% | -92.6% | +43.7% | -12.9% |
| All | -35.4% | -90.4% | +55.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling