-26.0%
RBLX vs QLD
+185.7%
-211.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -1.8% |
| 7D | +7.9% | +12.5% | -4.6% | -0.8% |
| 30D | +3.9% | -15.7% | +19.6% | +16.8% |
| 3M | +44.7% | -11.9% | +56.6% | +57.4% |
| 6M | +23.8% | -10.3% | +34.1% | +29.6% |
| YTD | -36.5% | +15.6% | -52.1% | -45.8% |
| 1Y | -50.7% | +12.1% | -62.9% | -57.1% |
| 3Y | +33.8% | +150.7% | -116.8% | -45.7% |
| 5Y | -52.2% | +86.6% | -138.8% | -75.5% |
| All | -26.0% | +185.7% | -211.7% | -76.9% |
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