+137.3%
ETSY vs RJF
+443.1%
-305.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -12.9% | -0.3% | -12.6% | -12.7% |
| 30D | -11.5% | -2.0% | -9.4% | -10.6% |
| 3M | +3.5% | +16.3% | -12.8% | -3.9% |
| 6M | +27.6% | +16.9% | +10.7% | +17.9% |
| YTD | +28.4% | +10.4% | +18.0% | +21.3% |
| 1Y | +27.1% | +7.4% | +19.7% | +21.8% |
| 3Y | +6.0% | +72.2% | -66.2% | -21.0% |
| 5Y | -67.1% | +105.1% | -172.2% | -77.2% |
| 10Y | +421.9% | +430.9% | -9.0% | +111.6% |
| All | +137.3% | +443.1% | -305.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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