+677.8%
ETSY vs DOC
+21.1%
+656.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.4% |
| 7D | -4.3% | +5.9% | -10.2% | -6.5% |
| 30D | +15.3% | +10.3% | +5.0% | +10.6% |
| 3M | +3.4% | -2.2% | +5.6% | +4.3% |
| 6M | +37.4% | +8.2% | +29.2% | +32.8% |
| YTD | +59.5% | +35.4% | +24.2% | +38.9% |
| 1Y | +49.7% | +23.6% | +26.0% | +35.5% |
| 3Y | +42.6% | +57.3% | -14.7% | +15.7% |
| 5Y | -65.8% | -19.6% | -46.2% | -64.1% |
| 10Y | +677.8% | +20.8% | +657.0% | +587.9% |
| All | +677.8% | +21.1% | +656.7% | +587.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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