-48.4%
RBLX vs SNAP
-92.8%
+44.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +8.0% | -5.0% | +13.0% | +9.7% |
| 30D | +20.2% | -0.7% | +20.9% | +20.0% |
| 3M | +3.5% | -5.0% | +8.5% | +3.8% |
| 6M | -28.9% | +3.5% | -32.4% | -31.6% |
| YTD | -45.1% | -34.2% | -10.9% | -39.3% |
| 1Y | -66.2% | -27.1% | -39.2% | -64.3% |
| 3Y | +53.5% | -43.5% | +96.9% | +45.3% |
| 5Y | -48.4% | -92.9% | +44.4% | -20.2% |
| All | -48.4% | -92.8% | +44.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling