+46.0%
SNOW vs RBLX
-31.0%
+76.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +8.4% | +8.0% | +0.4% | +5.2% |
| 30D | -1.0% | +20.2% | -21.1% | -7.8% |
| 3M | +38.3% | +3.5% | +34.8% | +31.3% |
| 6M | +81.3% | -28.9% | +110.2% | +94.9% |
| YTD | +51.1% | -45.1% | +96.2% | +76.2% |
| 1Y | +47.0% | -66.2% | +113.2% | +103.8% |
| 3Y | +99.7% | +53.5% | +46.3% | +40.8% |
| 5Y | +3.6% | -48.4% | +52.0% | -8.2% |
| All | +46.0% | -31.0% | +76.9% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling