+70.4%
QCOM vs RBLX
+52.4%
+18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +4.4% | +8.0% | -3.7% | +3.2% |
| 30D | +9.4% | +20.2% | -10.8% | +6.6% |
| 3M | -13.7% | +3.5% | -17.2% | -15.0% |
| 6M | +28.9% | -28.9% | +57.8% | +32.9% |
| YTD | +4.7% | -45.1% | +49.8% | +11.6% |
| 1Y | +13.5% | -66.2% | +79.7% | +30.8% |
| All | +70.4% | +52.4% | +18.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling