-54.2%
DOCS vs ETSY
-66.0%
+11.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +17.4% | +25.8% | -8.4% | +7.4% |
| 3M | +57.4% | +9.3% | +48.0% | +52.2% |
| 6M | +26.5% | +38.4% | -11.9% | +11.2% |
| YTD | -26.6% | +62.2% | -88.8% | -40.8% |
| 1Y | -48.1% | +58.3% | -106.4% | -58.0% |
| 3Y | +52.6% | +42.6% | +10.1% | +14.4% |
| All | -54.2% | -66.0% | +11.7% | -38.9% |
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