+167.2%
ETSY vs DBX
+19.3%
+148.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.6% |
| 7D | -12.9% | +0.3% | -13.1% | -13.0% |
| 30D | -11.5% | 0.0% | -11.5% | -11.6% |
| 3M | +3.5% | +26.1% | -22.6% | -10.2% |
| 6M | +27.6% | +29.4% | -1.7% | +7.6% |
| YTD | +28.4% | +24.4% | +4.0% | +10.7% |
| 1Y | +27.1% | +10.9% | +16.2% | +16.3% |
| 3Y | +6.0% | +24.1% | -18.0% | -14.8% |
| 5Y | -67.1% | +7.8% | -74.9% | -71.5% |
| All | +167.2% | +19.3% | +148.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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