-34.5%
RBLX vs QXO
-68.2%
+33.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +5.1% | -7.8% | +12.8% | +5.4% |
| 30D | +28.0% | -18.1% | +46.1% | +28.9% |
| 3M | +4.6% | -25.8% | +30.4% | +5.6% |
| 6M | -24.7% | -41.7% | +17.1% | -23.4% |
| YTD | -43.8% | -36.2% | -7.7% | -43.1% |
| 1Y | -65.8% | -42.1% | -23.7% | -65.3% |
| 3Y | +59.4% | -46.2% | +105.5% | +41.8% |
| 5Y | -48.2% | -70.7% | +22.5% | -54.5% |
| All | -34.5% | -68.2% | +33.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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