-35.5%
RBLX vs SNAP
-90.5%
+55.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +10.2% | +1.5% | +8.7% | +9.5% |
| 30D | +18.6% | +1.9% | +16.7% | +17.5% |
| 3M | +6.0% | -3.9% | +9.9% | +5.8% |
| 6M | -29.5% | +5.2% | -34.7% | -32.5% |
| YTD | -44.7% | -32.7% | -12.0% | -39.2% |
| 1Y | -65.1% | -24.8% | -40.3% | -63.4% |
| 3Y | +54.5% | -42.2% | +96.7% | +45.6% |
| 5Y | -46.3% | -92.7% | +46.3% | -8.2% |
| All | -35.5% | -90.5% | +55.0% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling