+256.7%
IONQ vs RBLX
-32.9%
+289.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | -0.6% |
| 7D | +0.8% | +12.4% | -11.6% | -4.3% |
| 30D | -1.0% | +19.7% | -20.7% | -8.7% |
| 3M | -39.8% | -0.1% | -39.7% | -42.6% |
| 6M | +6.4% | -35.7% | +42.2% | +21.0% |
| YTD | -11.9% | -46.6% | +34.6% | +7.8% |
| 1Y | -6.2% | -66.6% | +60.5% | +41.0% |
| 3Y | +125.7% | +52.3% | +73.4% | +60.4% |
| 5Y | +296.0% | -47.7% | +343.7% | +296.7% |
| All | +256.7% | -32.9% | +289.5% | +256.7% |
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