-65.5%
ETSY vs DOC
-21.4%
-44.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.2% |
| 7D | +1.1% | +6.5% | -5.4% | -2.5% |
| 30D | +25.8% | +9.2% | +16.6% | +19.3% |
| 3M | +9.3% | -2.5% | +11.8% | +10.9% |
| 6M | +38.4% | +7.1% | +31.3% | +32.7% |
| YTD | +62.2% | +33.0% | +29.2% | +33.4% |
| 1Y | +58.3% | +23.3% | +35.1% | +36.9% |
| 3Y | +42.6% | +44.9% | -2.4% | +4.7% |
| All | -65.5% | -21.4% | -44.1% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling