+142.5%
ETSY vs DGX
+287.6%
-145.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.7% |
| 7D | -4.9% | -0.9% | -4.0% | -4.4% |
| 30D | -8.6% | -1.2% | -7.5% | -8.1% |
| 3M | +4.8% | +15.8% | -11.0% | -3.7% |
| 6M | +38.1% | +18.2% | +19.9% | +24.7% |
| YTD | +31.2% | +37.2% | -6.0% | +7.8% |
| 1Y | +22.1% | +30.4% | -8.3% | +2.7% |
| 3Y | +12.2% | +96.7% | -84.5% | -28.4% |
| 5Y | -66.5% | +67.2% | -133.6% | -76.5% |
| 10Y | +433.4% | +253.9% | +179.5% | +140.2% |
| All | +142.5% | +287.6% | -145.0% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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