+196.7%
ETSY vs RL
+249.8%
-53.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.0% | +2.6% | -3.6% | -2.0% |
| 30D | +7.3% | +2.9% | +4.4% | +6.3% |
| 3M | +10.3% | 0.0% | +10.3% | +10.1% |
| 6M | +55.1% | +17.1% | +37.9% | +45.3% |
| YTD | +60.5% | +10.1% | +50.4% | +52.7% |
| 1Y | +52.2% | +17.3% | +34.9% | +41.4% |
| 3Y | +40.8% | +249.3% | -208.5% | -12.2% |
| 5Y | -67.3% | +240.9% | -308.2% | -79.6% |
| 10Y | +659.4% | +337.3% | +322.1% | +330.2% |
| All | +196.7% | +249.8% | -53.1% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling