+424.6%
ETSY vs DD
+66.6%
+358.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.9% | -3.5% | -1.4% | -3.3% |
| 30D | -8.6% | -11.7% | +3.0% | -3.5% |
| 3M | +4.8% | -9.2% | +14.0% | +9.0% |
| 6M | +38.1% | -7.2% | +45.3% | +40.6% |
| YTD | +31.2% | +6.6% | +24.6% | +23.6% |
| 1Y | +22.1% | +32.0% | -9.9% | +3.0% |
| 3Y | +12.2% | +42.1% | -29.9% | -10.9% |
| 5Y | -66.5% | +58.1% | -124.5% | -74.7% |
| All | +424.6% | +66.6% | +358.0% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling