+164.6%
DOCN vs GDDY
+30.9%
+133.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.3% |
| 7D | +1.1% | +3.7% | -2.6% | -1.5% |
| 30D | -9.6% | +10.4% | -20.0% | -17.0% |
| 3M | -37.7% | +19.4% | -57.1% | -50.2% |
| 6M | +115.2% | +14.3% | +100.9% | +73.9% |
| YTD | +133.7% | -18.4% | +152.1% | +153.8% |
| 1Y | +250.2% | -30.1% | +280.2% | +340.2% |
| 3Y | +320.3% | +39.4% | +280.8% | +114.0% |
| 5Y | +53.1% | +35.2% | +18.0% | -12.9% |
| All | +164.6% | +30.9% | +133.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling