+142.4%
ROP vs GDDY
+381.9%
-239.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.2% |
| 7D | -8.0% | -7.0% | -1.0% | -6.4% |
| 30D | -2.7% | +6.2% | -8.9% | -4.5% |
| 3M | +16.6% | +20.0% | -3.4% | +10.2% |
| 6M | +10.4% | +6.8% | +3.5% | +7.0% |
| YTD | -12.1% | -22.3% | +10.2% | -8.1% |
| 1Y | -23.6% | -33.5% | +9.9% | -17.2% |
| 3Y | -19.3% | +29.2% | -48.5% | -27.0% |
| 5Y | -15.4% | +28.1% | -43.4% | -24.5% |
| 10Y | +134.6% | +200.2% | -65.6% | +79.7% |
| All | +142.4% | +381.9% | -239.4% | +85.1% |
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