+196.7%
ETSY vs DRI
+433.6%
-236.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +7.3% | +9.7% | -2.4% | +3.8% |
| 3M | +10.3% | +3.2% | +7.1% | +9.1% |
| 6M | +55.1% | +20.6% | +34.5% | +44.2% |
| YTD | +60.5% | +28.3% | +32.3% | +44.7% |
| 1Y | +52.2% | +34.5% | +17.7% | +34.6% |
| 3Y | +40.8% | +66.5% | -25.7% | +14.1% |
| 5Y | -67.3% | +79.6% | -146.9% | -74.1% |
| 10Y | +659.4% | +333.8% | +325.6% | +315.4% |
| All | +196.7% | +433.6% | -236.9% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling