+44.9%
SNOW vs RBLX
-29.5%
+74.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -2.4% | +5.1% | -7.5% | -4.2% |
| 30D | -1.0% | +28.0% | -29.0% | -9.9% |
| 3M | +36.9% | +4.6% | +32.2% | +29.5% |
| 6M | +83.4% | -24.7% | +108.0% | +92.8% |
| YTD | +50.0% | -43.8% | +93.8% | +73.5% |
| 1Y | +46.5% | -65.8% | +112.3% | +102.3% |
| 3Y | +93.3% | +59.4% | +34.0% | +34.3% |
| 5Y | +3.3% | -48.2% | +51.5% | -8.8% |
| All | +44.9% | -29.5% | +74.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 10y: compounded portfolio wealth divided by compounded RBLX 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…
10y analysis · Full analysis span regression · 6 months rolling