-47.0%
RBLX vs QS
-75.4%
+28.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +8.1% | -5.0% | +13.1% | +9.6% |
| 30D | +23.9% | -18.3% | +42.2% | +30.7% |
| 3M | +8.1% | -26.0% | +34.1% | +16.6% |
| 6M | -23.7% | -24.0% | +0.3% | -20.0% |
| YTD | -44.6% | -50.3% | +5.7% | -34.7% |
| 1Y | -66.2% | -38.0% | -28.3% | -64.7% |
| 3Y | +54.7% | -24.6% | +79.3% | +12.8% |
| All | -47.0% | -75.4% | +28.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling