+424.6%
ETSY vs DRI
+353.8%
+70.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -4.9% | -3.2% | -1.7% | -3.7% |
| 30D | -8.6% | -7.8% | -0.8% | -5.9% |
| 3M | +4.8% | +0.4% | +4.4% | +4.4% |
| 6M | +38.1% | +4.8% | +33.3% | +34.8% |
| YTD | +31.2% | +16.7% | +14.5% | +22.5% |
| 1Y | +22.1% | +1.5% | +20.6% | +19.7% |
| 3Y | +12.2% | +56.3% | -44.0% | -6.6% |
| 5Y | -66.5% | +66.4% | -132.9% | -72.6% |
| All | +424.6% | +353.8% | +70.8% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling