+528.7%
ON vs GDDY
+390.3%
+138.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.8% | +6.7% | +7.7% |
| 7D | +2.4% | -3.2% | +5.6% | +3.8% |
| 30D | -8.6% | +6.8% | -15.4% | -12.2% |
| 3M | -34.3% | +30.5% | -64.8% | -45.3% |
| 6M | +28.5% | +13.3% | +15.2% | +11.8% |
| YTD | +40.6% | -21.0% | +61.6% | +45.2% |
| 1Y | +55.3% | -34.0% | +89.3% | +77.0% |
| 3Y | -22.2% | +33.1% | -55.3% | -43.1% |
| 5Y | +62.4% | +30.3% | +32.1% | +20.5% |
| 10Y | +642.1% | +205.5% | +436.6% | +321.0% |
| All | +528.7% | +390.3% | +138.4% | +273.0% |
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