+264.6%
RCL vs GDDY
+368.0%
-103.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -2.2% | -8.1% | +5.9% | +1.2% |
| 30D | -15.7% | +2.3% | -18.0% | -17.2% |
| 3M | -8.0% | +14.7% | -22.7% | -15.8% |
| 6M | -10.1% | +2.1% | -12.2% | -14.4% |
| YTD | -5.9% | -24.6% | +18.7% | +1.9% |
| 1Y | -23.5% | -37.1% | +13.6% | -9.8% |
| 3Y | +174.4% | +25.5% | +148.9% | +128.8% |
| 5Y | +227.1% | +24.2% | +202.9% | +173.7% |
| 10Y | +342.5% | +191.6% | +150.9% | +175.4% |
| All | +264.6% | +368.0% | -103.4% | +115.9% |
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