-35.9%
RBLX vs SSNC
+27.0%
-63.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +8.0% | -3.9% | +11.9% | +11.2% |
| 30D | +20.2% | -0.2% | +20.3% | +19.9% |
| 3M | +3.5% | +15.9% | -12.4% | -9.5% |
| 6M | -28.9% | +7.5% | -36.4% | -33.9% |
| YTD | -45.1% | -8.2% | -36.8% | -42.0% |
| 1Y | -66.2% | -9.3% | -56.9% | -64.3% |
| 3Y | +53.5% | +48.5% | +5.0% | -7.2% |
| 5Y | -48.4% | +16.0% | -64.5% | -56.1% |
| All | -35.9% | +27.0% | -63.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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