+2.3%
QCOM vs RBLX
-53.0%
+55.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.5% | -3.2% | +4.1% |
| 7D | -5.3% | -7.5% | +2.1% | -4.4% |
| 30D | -4.2% | +10.6% | -14.8% | -5.1% |
| 3M | +7.0% | +33.3% | -26.2% | +4.5% |
| 6M | +3.8% | +3.7% | +0.1% | +2.6% |
| YTD | +2.8% | -39.1% | +42.0% | +3.5% |
| 1Y | +2.3% | -52.6% | +54.9% | +4.1% |
| All | +2.3% | -53.0% | +55.3% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling