+267.8%
ROL vs GDDY
+390.3%
-122.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.6% |
| 30D | -4.9% | +6.8% | -11.7% | -6.5% |
| 3M | -25.8% | +30.5% | -56.3% | -30.5% |
| 6M | -37.6% | +13.3% | -50.9% | -40.1% |
| YTD | -41.5% | -21.0% | -20.5% | -39.7% |
| 1Y | -39.5% | -34.0% | -5.5% | -35.3% |
| 3Y | +0.1% | +33.1% | -32.9% | -9.4% |
| 5Y | -4.6% | +30.3% | -34.9% | -14.8% |
| 10Y | +209.9% | +205.5% | +4.4% | +139.1% |
| All | +267.8% | +390.3% | -122.5% | +177.9% |
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