-35.9%
RBLX vs QS
-90.6%
+54.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +1.2% |
| 7D | +8.0% | -4.2% | +12.3% | +9.3% |
| 30D | +20.2% | -15.7% | +35.8% | +25.5% |
| 3M | +3.5% | -28.7% | +32.2% | +12.8% |
| 6M | -28.9% | -23.2% | -5.7% | -25.7% |
| YTD | -45.1% | -49.9% | +4.8% | -35.4% |
| 1Y | -66.2% | -38.8% | -27.4% | -64.5% |
| 3Y | +53.5% | -24.0% | +77.5% | +13.4% |
| 5Y | -48.4% | -75.6% | +27.2% | -49.8% |
| All | -35.9% | -90.6% | +54.6% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling