+546.0%
RKLB vs GDDY
+26.4%
+519.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | -2.0% | -3.2% | +1.2% | -1.1% |
| 30D | -22.4% | +6.8% | -29.3% | -25.5% |
| 3M | -45.2% | +30.5% | -75.6% | -54.2% |
| 6M | -12.5% | +13.3% | -25.8% | -23.3% |
| YTD | -9.8% | -21.0% | +11.2% | -3.9% |
| 1Y | +30.0% | -34.0% | +64.0% | +55.2% |
| 3Y | +942.2% | +33.1% | +909.2% | +645.0% |
| 5Y | +236.8% | +30.3% | +206.5% | +149.0% |
| All | +546.0% | +26.4% | +519.7% | +384.3% |
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