-65.8%
ETSY vs RIO
+91.0%
-156.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | -4.9% | -3.2% | -1.7% | -4.0% |
| 30D | -8.6% | +0.9% | -9.6% | -9.1% |
| 3M | +4.8% | -1.4% | +6.2% | +4.9% |
| 6M | +38.1% | +10.9% | +27.1% | +32.1% |
| YTD | +31.2% | +31.2% | 0.0% | +16.8% |
| 1Y | +22.1% | +67.9% | -45.8% | -1.2% |
| 3Y | +12.2% | +88.8% | -76.5% | -14.1% |
| All | -65.8% | +91.0% | -156.8% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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