-52.6%
RBLX vs QLD
+13.1%
-65.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.6% | +7.6% |
| 7D | -7.5% | -9.4% | +1.9% | -2.6% |
| 30D | +10.6% | -17.1% | +27.7% | +20.6% |
| 3M | +33.3% | -10.4% | +43.7% | +40.7% |
| 6M | +3.7% | +0.7% | +2.9% | +1.3% |
| YTD | -39.1% | +17.7% | -56.9% | -46.8% |
| 1Y | -52.6% | +14.7% | -67.3% | -58.0% |
| All | -52.6% | +13.1% | -65.8% | -58.0% |
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