-65.8%
RBLX vs ICE
-7.7%
-58.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | +5.1% | -2.4% | +7.5% | +6.3% |
| 30D | +28.0% | +4.0% | +24.0% | +24.6% |
| 3M | +4.6% | +13.7% | -9.1% | -1.6% |
| 6M | -24.7% | +0.9% | -25.6% | -24.3% |
| YTD | -43.8% | -2.1% | -41.7% | -42.2% |
| 1Y | -65.8% | -9.5% | -56.3% | -66.2% |
| All | -65.8% | -7.7% | -58.1% | -66.2% |
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