-34.5%
RBLX vs GDDY
+31.2%
-65.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.2% |
| 7D | +5.1% | -3.2% | +8.3% | +6.8% |
| 30D | +28.0% | +6.8% | +21.2% | +20.6% |
| 3M | +4.6% | +30.5% | -25.8% | -13.0% |
| 6M | -24.7% | +13.3% | -38.0% | -31.9% |
| YTD | -43.8% | -21.0% | -22.9% | -35.4% |
| 1Y | -65.8% | -34.0% | -31.8% | -55.0% |
| 3Y | +59.4% | +33.1% | +26.3% | -7.3% |
| 5Y | -48.2% | +30.3% | -78.6% | -68.0% |
| All | -34.5% | +31.2% | -65.7% | -63.9% |
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