-67.1%
ETSY vs DRI
+68.4%
-135.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.2% |
| 7D | -12.9% | -4.8% | -8.1% | -9.9% |
| 30D | -11.5% | -3.9% | -7.5% | -9.3% |
| 3M | +3.5% | +5.1% | -1.5% | -0.7% |
| 6M | +27.6% | +5.5% | +22.1% | +20.9% |
| YTD | +28.4% | +16.5% | +11.9% | +11.8% |
| 1Y | +27.1% | +2.0% | +25.1% | +21.1% |
| 3Y | +6.0% | +54.5% | -48.5% | -31.0% |
| 5Y | -67.1% | +66.6% | -133.7% | -81.3% |
| All | -67.1% | +68.4% | -135.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling