-27.1%
RKT vs GDDY
+17.3%
-44.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.7% |
| 7D | -6.3% | -3.2% | -3.1% | -5.3% |
| 30D | -6.2% | +6.8% | -13.0% | -8.7% |
| 3M | -1.9% | +30.5% | -32.3% | -12.0% |
| 6M | -13.0% | +13.3% | -26.3% | -18.7% |
| YTD | -31.9% | -21.0% | -11.0% | -27.6% |
| 1Y | -37.6% | -34.0% | -3.6% | -28.5% |
| 3Y | +36.8% | +33.1% | +3.7% | +6.1% |
| 5Y | -9.7% | +30.3% | -40.1% | -28.6% |
| All | -27.1% | +17.3% | -44.4% | -40.5% |
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