-25.8%
RBLX vs QLD
+178.2%
-203.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.8% | -2.1% | -0.2% |
| 7D | +20.3% | -1.4% | +21.8% | +20.8% |
| 30D | +7.3% | -19.6% | +26.9% | +24.8% |
| 3M | +36.5% | -14.1% | +50.7% | +51.3% |
| 6M | +23.1% | -13.6% | +36.7% | +32.4% |
| YTD | -36.3% | +12.5% | -48.9% | -44.6% |
| 1Y | -51.7% | +13.1% | -64.9% | -58.4% |
| 3Y | +35.6% | +154.7% | -119.1% | -46.1% |
| 5Y | -52.9% | +81.1% | -134.0% | -75.2% |
| All | -25.8% | +178.2% | -203.9% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling