+424.6%
ETSY vs RL
+311.3%
+113.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.9% | -3.4% | -1.5% | -3.7% |
| 30D | -8.6% | -14.4% | +5.8% | -3.6% |
| 3M | +4.8% | -13.6% | +18.4% | +9.5% |
| 6M | +38.1% | +0.6% | +37.5% | +35.6% |
| YTD | +31.2% | -3.6% | +34.8% | +30.4% |
| 1Y | +22.1% | +8.3% | +13.8% | +16.2% |
| 3Y | +12.2% | +204.8% | -192.5% | -29.3% |
| 5Y | -66.5% | +232.9% | -299.4% | -79.5% |
| All | +424.6% | +311.3% | +113.3% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling