+155.0%
ETSY vs COO
+52.6%
+102.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -5.9% |
| 7D | -8.5% | -2.2% | -6.2% | -7.3% |
| 30D | -10.9% | -7.0% | -3.9% | -7.4% |
| 3M | +14.1% | +12.2% | +1.9% | +6.3% |
| 6M | +37.5% | -15.1% | +52.6% | +48.7% |
| YTD | +38.0% | -15.1% | +53.1% | +49.1% |
| 1Y | +46.5% | +2.3% | +44.2% | +42.0% |
| 3Y | +2.5% | -23.7% | +26.2% | +11.7% |
| 5Y | -65.3% | -38.9% | -26.4% | -57.3% |
| 10Y | +451.6% | +49.9% | +401.7% | +354.1% |
| All | +155.0% | +52.6% | +102.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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