+53.3%
QCOM vs RBLX
-30.5%
+83.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.6% |
| 7D | +5.1% | +10.2% | -5.1% | +3.4% |
| 30D | +4.3% | +18.6% | -14.3% | +1.4% |
| 3M | -19.6% | +6.0% | -25.6% | -21.4% |
| 6M | +29.5% | -29.5% | +58.9% | +34.0% |
| YTD | +3.4% | -44.7% | +48.1% | +10.6% |
| 1Y | +10.9% | -65.1% | +76.0% | +27.6% |
| 3Y | +74.8% | +54.5% | +20.3% | +47.9% |
| 5Y | +36.2% | -46.3% | +82.5% | +22.8% |
| All | +53.3% | -30.5% | +83.8% | +31.3% |
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