-35.9%
RBLX vs ICE
+45.9%
-81.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +8.0% | -0.9% | +8.9% | +8.4% |
| 30D | +20.2% | +4.0% | +16.2% | +16.0% |
| 3M | +3.5% | +11.0% | -7.4% | -4.9% |
| 6M | -28.9% | -5.0% | -24.0% | -25.9% |
| YTD | -45.1% | -2.7% | -42.4% | -44.1% |
| 1Y | -66.2% | -8.6% | -57.6% | -64.0% |
| 3Y | +53.5% | +41.4% | +12.1% | -0.7% |
| 5Y | -48.4% | +39.9% | -88.3% | -66.3% |
| All | -35.9% | +45.9% | -81.9% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling