+142.7%
ETSY vs DD
+91.4%
+51.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | -10.9% | -0.6% | -10.3% | -10.7% |
| 30D | -14.9% | -7.4% | -7.5% | -12.1% |
| 3M | +5.8% | -6.4% | +12.2% | +8.3% |
| 6M | +29.1% | -2.5% | +31.6% | +28.5% |
| YTD | +31.3% | +10.2% | +21.1% | +22.2% |
| 1Y | +25.1% | +36.9% | -11.8% | +4.6% |
| 3Y | +8.5% | +47.0% | -38.5% | -14.3% |
| 5Y | -66.1% | +63.1% | -129.2% | -74.4% |
| 10Y | +410.3% | +68.2% | +342.1% | +230.9% |
| All | +142.7% | +91.4% | +51.3% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling