-34.5%
RBLX vs QS
-90.4%
+55.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | +5.1% | -3.6% | +8.7% | +6.1% |
| 30D | +28.0% | -17.2% | +45.3% | +34.5% |
| 3M | +4.6% | -27.0% | +31.6% | +13.2% |
| 6M | -24.7% | -24.6% | -0.1% | -20.8% |
| YTD | -43.8% | -49.3% | +5.5% | -34.2% |
| 1Y | -65.8% | -40.3% | -25.4% | -63.8% |
| 3Y | +59.4% | -23.8% | +83.2% | +17.8% |
| 5Y | -48.2% | -75.0% | +26.7% | -49.9% |
| All | -34.5% | -90.4% | +55.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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