-67.0%
ETSY vs DD
+57.4%
-124.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -12.7% | -2.9% | -9.8% | -11.4% |
| 30D | -9.9% | -11.5% | +1.6% | -4.2% |
| 3M | +4.2% | -5.4% | +9.6% | +6.5% |
| 6M | +34.2% | -6.9% | +41.1% | +36.5% |
| YTD | +29.1% | +6.9% | +22.2% | +18.9% |
| 1Y | +23.8% | +35.6% | -11.8% | -2.4% |
| 3Y | +6.6% | +42.5% | -35.9% | -21.7% |
| 5Y | -67.0% | +58.5% | -125.5% | -76.5% |
| All | -67.0% | +57.4% | -124.4% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling