+134.2%
RBRK vs GDDY
-19.8%
+154.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.4% |
| 7D | -7.5% | -3.2% | -4.3% | -6.2% |
| 30D | -10.4% | +6.8% | -17.2% | -14.1% |
| 3M | +21.3% | +30.5% | -9.2% | -0.7% |
| 6M | +50.6% | +13.3% | +37.3% | +34.7% |
| YTD | +13.3% | -21.0% | +34.3% | +28.2% |
| 1Y | +11.2% | -34.0% | +45.2% | +43.1% |
| All | +134.2% | -19.8% | +154.0% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling