-66.6%
RBLX vs ICE
-7.2%
-59.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.4% | +5.4% |
| 7D | +12.4% | -0.7% | +13.1% | +12.6% |
| 30D | +19.7% | +7.6% | +12.1% | +14.5% |
| 3M | -0.1% | +13.9% | -14.0% | -6.0% |
| 6M | -35.7% | -2.4% | -33.4% | -34.8% |
| YTD | -46.6% | +0.3% | -46.8% | -45.7% |
| 1Y | -66.6% | -6.4% | -60.2% | -65.1% |
| All | -66.6% | -7.2% | -59.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling