-66.6%
RBLX vs QLD
+46.1%
-112.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +12.4% | +0.6% | +11.8% | +12.1% |
| 30D | +19.7% | -0.1% | +19.8% | +19.7% |
| 3M | -0.1% | -8.4% | +8.3% | +3.2% |
| 6M | -35.7% | +32.2% | -67.9% | -47.8% |
| YTD | -46.6% | +28.9% | -75.5% | -55.7% |
| 1Y | -66.6% | +43.8% | -110.5% | -74.7% |
| All | -66.6% | +46.1% | -112.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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