+208.4%
DOCN vs GDDY
+24.5%
+183.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -3.2% |
| 7D | +19.8% | -7.0% | +26.8% | +24.4% |
| 30D | +8.4% | +6.2% | +2.2% | +1.0% |
| 3M | -23.6% | +20.0% | -43.6% | -40.3% |
| 6M | +111.3% | +6.8% | +104.5% | +78.2% |
| YTD | +172.3% | -22.3% | +194.7% | +202.6% |
| 1Y | +283.3% | -33.5% | +316.8% | +393.4% |
| 3Y | +388.1% | +29.2% | +358.9% | +162.5% |
| 5Y | +87.1% | +28.1% | +59.1% | +9.1% |
| All | +208.4% | +24.5% | +183.9% | +75.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling