+9.8%
ETSY vs RL
+198.9%
-189.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.2% |
| 7D | -12.9% | -0.3% | -12.6% | -12.9% |
| 30D | -11.5% | -17.5% | +6.1% | -6.0% |
| 3M | +3.5% | -14.0% | +17.5% | +7.9% |
| 6M | +27.6% | -2.0% | +29.6% | +26.0% |
| YTD | +28.4% | -4.6% | +33.0% | +27.6% |
| 1Y | +27.1% | +9.5% | +17.6% | +19.9% |
| All | +9.8% | +198.9% | -189.1% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling