-64.7%
ETSY vs DOC
-24.5%
-40.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.7% |
| 7D | -8.5% | -1.5% | -7.0% | -7.6% |
| 30D | -10.9% | -4.8% | -6.1% | -8.3% |
| 3M | +14.1% | +6.9% | +7.2% | +10.0% |
| 6M | +37.5% | +20.7% | +16.7% | +22.3% |
| YTD | +38.0% | +34.1% | +3.9% | +14.2% |
| 1Y | +46.5% | +22.6% | +23.9% | +28.4% |
| 3Y | +2.5% | +20.8% | -18.3% | -11.3% |
| All | -64.7% | -24.5% | -40.1% | -61.1% |
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