+155.0%
ETSY vs DOC
-1.6%
+156.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -6.0% |
| 7D | -8.5% | -1.5% | -7.0% | -7.8% |
| 30D | -10.9% | -4.8% | -6.1% | -8.9% |
| 3M | +14.1% | +6.9% | +7.2% | +11.0% |
| 6M | +37.5% | +20.7% | +16.7% | +26.0% |
| YTD | +38.0% | +34.1% | +3.9% | +20.5% |
| 1Y | +46.5% | +22.6% | +23.9% | +33.1% |
| 3Y | +2.5% | +20.8% | -18.3% | -7.6% |
| 5Y | -65.3% | -24.9% | -40.4% | -62.5% |
| 10Y | +451.6% | -1.8% | +453.4% | +403.2% |
| All | +155.0% | -1.6% | +156.7% | +135.0% |
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