+416.1%
ETSY vs ROP
+135.7%
+280.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.9% |
| 7D | -12.7% | -8.0% | -4.7% | -7.3% |
| 30D | -9.9% | -2.7% | -7.2% | -8.0% |
| 3M | +4.2% | +16.6% | -12.4% | -7.5% |
| 6M | +34.2% | +10.4% | +23.8% | +23.8% |
| YTD | +29.1% | -12.1% | +41.2% | +39.6% |
| 1Y | +23.8% | -23.6% | +47.4% | +47.9% |
| 3Y | +6.6% | -19.3% | +26.0% | +21.2% |
| 5Y | -67.0% | -15.4% | -51.6% | -63.4% |
| All | +416.1% | +135.7% | +280.5% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling