+457.3%
RIO vs GDDY
+390.3%
+67.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -3.2% | -3.2% | 0.0% | -2.8% |
| 30D | +0.9% | +6.8% | -5.9% | -0.6% |
| 3M | -1.4% | +30.5% | -31.9% | -7.5% |
| 6M | +10.9% | +13.3% | -2.4% | +6.3% |
| YTD | +31.2% | -21.0% | +52.2% | +34.7% |
| 1Y | +67.9% | -34.0% | +101.9% | +79.2% |
| 3Y | +88.8% | +33.1% | +55.7% | +66.7% |
| 5Y | +93.1% | +30.3% | +62.8% | +67.6% |
| 10Y | +593.0% | +205.5% | +387.5% | +398.6% |
| All | +457.3% | +390.3% | +67.0% | +294.5% |
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