+424.6%
ETSY vs DG
+101.8%
+322.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -4.9% | -6.5% | +1.6% | -2.5% |
| 30D | -8.6% | +4.2% | -12.8% | -10.0% |
| 3M | +4.8% | +9.5% | -4.7% | +1.1% |
| 6M | +38.1% | -13.1% | +51.2% | +44.2% |
| YTD | +31.2% | -4.8% | +36.1% | +32.2% |
| 1Y | +22.1% | +20.6% | +1.5% | +11.7% |
| 3Y | +12.2% | +4.9% | +7.3% | +0.1% |
| 5Y | -66.5% | -37.9% | -28.6% | -61.2% |
| All | +424.6% | +101.8% | +322.8% | +307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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