+205.1%
ETSY vs DOC
-3.2%
+208.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.6% | -4.8% |
| 7D | -0.1% | +6.2% | -6.3% | -2.5% |
| 30D | +28.2% | +6.5% | +21.7% | +24.8% |
| 3M | +6.6% | -6.2% | +12.8% | +9.6% |
| 6M | +45.4% | +25.6% | +19.8% | +31.1% |
| YTD | +65.1% | +32.1% | +33.0% | +44.9% |
| 1Y | +51.8% | +20.3% | +31.6% | +38.8% |
| 3Y | +40.3% | +42.7% | -2.5% | +18.0% |
| 5Y | -64.8% | -22.2% | -42.7% | -62.3% |
| 10Y | +699.4% | +16.5% | +682.8% | +575.4% |
| All | +205.1% | -3.2% | +208.3% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling