+45.6%
RBLX vs QLD
+140.3%
-94.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +0.9% | +2.2% |
| 7D | +14.7% | -10.3% | +24.9% | +20.5% |
| 30D | +6.2% | -26.1% | +32.3% | +22.9% |
| 3M | +36.8% | -17.8% | +54.5% | +50.4% |
| 6M | +12.7% | -15.6% | +28.2% | +20.4% |
| YTD | -39.2% | +5.4% | -44.5% | -42.4% |
| 1Y | -51.3% | +5.2% | -56.6% | -54.0% |
| 3Y | +45.6% | +139.4% | -93.8% | -10.3% |
| All | +45.6% | +140.3% | -94.7% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling