+28.8%
RBLX vs SNAP
-53.6%
+82.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +1.2% | +6.0% | -4.8% | +0.1% |
| 30D | +5.0% | -13.8% | +18.8% | +8.1% |
| 3M | +31.5% | -0.8% | +32.3% | +32.2% |
| 6M | +18.9% | -6.2% | +25.2% | +19.8% |
| YTD | -38.4% | -34.8% | -3.6% | -36.0% |
| 1Y | -50.7% | -38.7% | -12.0% | -48.4% |
| 3Y | +28.8% | -53.5% | +82.3% | +12.8% |
| All | +28.8% | -53.6% | +82.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling