+142.7%
ETSY vs DG
+99.4%
+43.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.0% | -0.8% | -3.4% |
| 7D | -10.9% | -2.5% | -8.5% | -10.2% |
| 30D | -14.9% | +1.0% | -15.9% | -15.2% |
| 3M | +5.8% | +20.3% | -14.5% | -1.1% |
| 6M | +29.1% | -11.7% | +40.9% | +33.9% |
| YTD | +31.3% | -2.3% | +33.7% | +31.1% |
| 1Y | +25.1% | +20.0% | +5.1% | +15.2% |
| 3Y | +8.5% | +7.2% | +1.2% | -3.3% |
| 5Y | -66.1% | -37.9% | -28.2% | -61.3% |
| 10Y | +410.3% | +107.3% | +303.0% | +293.2% |
| All | +142.7% | +99.4% | +43.4% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling