-3.6%
DDOG vs ETSY
-67.3%
+63.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.3% |
| 30D | -31.6% | +7.3% | -38.9% | -34.2% |
| 3M | -27.0% | +10.3% | -37.3% | -31.2% |
| 6M | -10.3% | +55.1% | -65.4% | -27.0% |
| YTD | +35.4% | +60.5% | -25.1% | +6.2% |
| 1Y | -1.0% | +52.2% | -53.2% | -20.7% |
| 3Y | +76.7% | +40.8% | +35.9% | +26.4% |
| All | -3.6% | -67.3% | +63.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling