-65.8%
ETSY vs RGEN
-44.2%
-21.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -8.6% | -0.3% | -8.3% | -8.8% |
| 3M | +4.8% | +23.9% | -19.1% | -5.0% |
| 6M | +38.1% | +38.5% | -0.4% | +18.2% |
| YTD | +31.2% | +0.8% | +30.4% | +27.8% |
| 1Y | +22.1% | +38.2% | -16.1% | +3.1% |
| 3Y | +12.2% | +1.3% | +10.9% | -2.1% |
| All | -65.8% | -44.2% | -21.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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