-65.8%
ETSY vs RNG
-68.4%
+2.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.9% | -6.1% | +1.2% | -2.5% |
| 30D | -8.6% | +9.6% | -18.2% | -11.9% |
| 3M | +4.8% | +83.3% | -78.5% | -19.4% |
| 6M | +38.1% | +77.9% | -39.9% | +5.2% |
| YTD | +31.2% | +139.9% | -108.7% | -14.8% |
| 1Y | +22.1% | +121.7% | -99.6% | -18.1% |
| 3Y | +12.2% | +121.9% | -109.6% | -30.9% |
| All | -65.8% | -68.4% | +2.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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