+206.6%
ROL vs GDDY
+207.2%
-0.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.5% |
| 30D | -4.9% | +6.8% | -11.7% | -6.7% |
| 3M | -25.8% | +30.5% | -56.3% | -31.1% |
| 6M | -37.6% | +13.3% | -50.9% | -40.4% |
| YTD | -41.5% | -21.0% | -20.5% | -39.4% |
| 1Y | -39.5% | -34.0% | -5.5% | -34.6% |
| 3Y | +0.1% | +33.1% | -32.9% | -11.4% |
| 5Y | -4.6% | +30.3% | -34.9% | -17.0% |
| All | +206.6% | +207.2% | -0.7% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling