+155.0%
ETSY vs DRI
+401.8%
-246.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -8.5% | +0.6% | -9.0% | -8.7% |
| 30D | -10.9% | +3.8% | -14.7% | -12.3% |
| 3M | +14.1% | +13.0% | +1.1% | +8.6% |
| 6M | +37.5% | +8.3% | +29.2% | +32.4% |
| YTD | +38.0% | +20.6% | +17.4% | +27.1% |
| 1Y | +46.5% | +6.5% | +40.1% | +41.0% |
| 3Y | +2.5% | +53.7% | -51.2% | -14.5% |
| 5Y | -65.3% | +72.7% | -138.0% | -72.1% |
| 10Y | +451.6% | +363.2% | +88.5% | +189.9% |
| All | +155.0% | +401.8% | -246.8% | +18.4% |
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