+55.9%
RBLX vs SNAP
-44.0%
+99.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +8.0% | -5.0% | +13.0% | +8.9% |
| 30D | +20.2% | -0.7% | +20.9% | +20.1% |
| 3M | +3.5% | -5.0% | +8.5% | +3.6% |
| 6M | -28.9% | +3.5% | -32.4% | -30.6% |
| YTD | -45.1% | -34.2% | -10.9% | -42.9% |
| 1Y | -66.2% | -27.1% | -39.2% | -65.5% |
| All | +55.9% | -44.0% | +99.9% | +27.9% |
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