+360.7%
ROK vs GDDY
+390.3%
-29.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -1.2% | -3.2% | +1.9% | -0.5% |
| 30D | -4.8% | +6.8% | -11.6% | -6.9% |
| 3M | -6.1% | +30.5% | -36.6% | -14.3% |
| 6M | +15.5% | +13.3% | +2.2% | +8.5% |
| YTD | +11.2% | -21.0% | +32.1% | +15.0% |
| 1Y | +23.8% | -34.0% | +57.8% | +34.9% |
| 3Y | +53.1% | +33.1% | +20.1% | +33.7% |
| 5Y | +48.3% | +30.3% | +18.0% | +28.9% |
| 10Y | +357.4% | +205.5% | +151.9% | +234.0% |
| All | +360.7% | +390.3% | -29.6% | +240.8% |
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