-34.5%
RBLX vs SNY
+14.6%
-49.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +5.1% | -3.3% | +8.4% | +5.3% |
| 30D | +28.0% | -2.2% | +30.2% | +28.2% |
| 3M | +4.6% | -3.0% | +7.7% | +4.9% |
| 6M | -24.7% | +2.7% | -27.4% | -24.8% |
| YTD | -43.8% | -6.8% | -37.0% | -43.6% |
| 1Y | -65.8% | -5.3% | -60.5% | -65.7% |
| 3Y | +59.4% | -9.8% | +69.2% | +58.7% |
| 5Y | -48.2% | +9.7% | -57.9% | -50.6% |
| All | -34.5% | +14.6% | -49.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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