+196.7%
ETSY vs RBA
+351.1%
-154.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -1.0% | +1.7% | -2.8% | -1.7% |
| 30D | +7.3% | +8.3% | -1.0% | +4.0% |
| 3M | +10.3% | +10.5% | -0.2% | +5.9% |
| 6M | +55.1% | -5.9% | +60.9% | +56.9% |
| YTD | +60.5% | -6.9% | +67.4% | +62.4% |
| 1Y | +52.2% | -4.9% | +57.0% | +52.6% |
| 3Y | +40.8% | +64.5% | -23.7% | +12.7% |
| 5Y | -67.3% | +46.1% | -113.4% | -73.4% |
| 10Y | +659.4% | +208.2% | +451.2% | +376.4% |
| All | +196.7% | +351.1% | -154.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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