+116.4%
DOCN vs GDDY
-11.8%
+128.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.3% | -11.5% | -6.7% |
| 7D | -20.0% | +11.1% | -31.1% | -19.0% |
| 30D | -38.8% | +18.6% | -57.4% | -37.9% |
| 3M | -34.8% | +32.8% | -67.6% | -34.0% |
| 6M | -22.8% | +34.0% | -56.8% | -22.3% |
| YTD | +74.6% | -4.6% | +79.2% | +97.0% |
| 1Y | +116.4% | -12.5% | +128.9% | +135.2% |
| All | +116.4% | -11.8% | +128.3% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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