-35.5%
RBLX vs QLD
+218.1%
-253.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +10.2% | +3.0% | +7.2% | +7.9% |
| 30D | +18.6% | -1.8% | +20.4% | +20.0% |
| 3M | +6.0% | -1.8% | +7.8% | +5.2% |
| 6M | -29.5% | +36.9% | -66.3% | -46.6% |
| YTD | -44.7% | +28.7% | -73.4% | -56.0% |
| 1Y | -65.1% | +41.9% | -107.0% | -74.5% |
| 3Y | +54.5% | +184.2% | -129.7% | -43.1% |
| 5Y | -46.3% | +122.1% | -168.4% | -75.5% |
| All | -35.5% | +218.1% | -253.6% | -81.3% |
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