+137.3%
ETSY vs RNG
+311.1%
-173.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.9% |
| 7D | -12.9% | -4.1% | -8.8% | -11.4% |
| 30D | -11.5% | +8.6% | -20.1% | -14.5% |
| 3M | +3.5% | +78.0% | -74.4% | -20.2% |
| 6M | +27.6% | +67.0% | -39.4% | -1.2% |
| YTD | +28.4% | +142.4% | -114.0% | -17.9% |
| 1Y | +27.1% | +120.4% | -93.4% | -15.6% |
| 3Y | +6.0% | +122.1% | -116.1% | -35.2% |
| 5Y | -67.1% | -69.8% | +2.7% | -57.3% |
| 10Y | +421.9% | +223.4% | +198.5% | +183.4% |
| All | +137.3% | +311.1% | -173.8% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling