+13.6%
QCOM vs RBLX
-66.1%
+79.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.9% | +8.1% | -3.2% | +4.3% |
| 30D | +9.3% | +23.9% | -14.6% | +7.5% |
| 3M | -7.0% | +8.1% | -15.1% | -7.7% |
| 6M | +32.0% | -23.7% | +55.7% | +33.2% |
| YTD | +5.0% | -44.6% | +49.6% | +6.9% |
| 1Y | +13.6% | -66.2% | +79.8% | +17.6% |
| All | +13.6% | -66.1% | +79.7% | +17.6% |
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 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