+220.8%
ETSY vs DOC
-2.9%
+223.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +5.8% |
| 7D | +4.2% | +8.7% | -4.5% | +0.6% |
| 30D | +35.8% | +7.6% | +28.1% | +31.5% |
| 3M | +11.4% | -5.3% | +16.6% | +13.9% |
| 6M | +50.3% | +27.6% | +22.7% | +34.6% |
| YTD | +73.6% | +32.4% | +41.2% | +52.2% |
| 1Y | +65.2% | +22.9% | +42.3% | +49.6% |
| 3Y | +47.5% | +43.1% | +4.4% | +23.9% |
| 5Y | -64.5% | -21.4% | -43.1% | -62.1% |
| 10Y | +740.5% | +16.8% | +723.7% | +609.4% |
| All | +220.8% | -2.9% | +223.7% | +197.0% |
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