-35.4%
RBLX vs QSR
+44.7%
-80.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +8.1% | -4.7% | +12.8% | +10.5% |
| 30D | +23.9% | +4.3% | +19.6% | +21.3% |
| 3M | +8.1% | +5.4% | +2.7% | +5.0% |
| 6M | -23.7% | +8.2% | -31.9% | -27.5% |
| YTD | -44.6% | +14.1% | -58.7% | -48.9% |
| 1Y | -66.2% | +28.1% | -94.3% | -71.1% |
| 3Y | +54.7% | +25.3% | +29.4% | +25.8% |
| 5Y | -48.9% | +40.4% | -89.3% | -68.1% |
| All | -35.4% | +44.7% | -80.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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