-67.1%
ETSY vs RL
+233.3%
-300.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.5% |
| 7D | -12.9% | -0.3% | -12.6% | -12.8% |
| 30D | -11.5% | -17.5% | +6.1% | -2.4% |
| 3M | +3.5% | -14.0% | +17.5% | +10.5% |
| 6M | +27.6% | -2.0% | +29.6% | +25.0% |
| YTD | +28.4% | -4.6% | +33.0% | +26.9% |
| 1Y | +27.1% | +9.5% | +17.6% | +15.8% |
| 3Y | +6.0% | +200.5% | -194.4% | -55.6% |
| 5Y | -67.1% | +226.3% | -293.4% | -87.3% |
| All | -67.1% | +233.3% | -300.5% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling