+57.2%
RBLX vs QS
-26.0%
+83.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +8.1% | -5.0% | +13.1% | +8.8% |
| 30D | +23.9% | -18.3% | +42.2% | +27.1% |
| 3M | +8.1% | -26.0% | +34.1% | +12.2% |
| 6M | -23.7% | -24.0% | +0.3% | -21.8% |
| YTD | -44.6% | -50.3% | +5.7% | -40.5% |
| 1Y | -66.2% | -38.0% | -28.3% | -64.9% |
| All | +57.2% | -26.0% | +83.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling