+9.8%
ETSY vs ROP
-18.8%
+28.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | -12.9% | -6.1% | -6.8% | -9.4% |
| 30D | -11.5% | -3.4% | -8.1% | -9.5% |
| 3M | +3.5% | +16.7% | -13.2% | -6.3% |
| 6M | +27.6% | +8.1% | +19.6% | +21.5% |
| YTD | +28.4% | -11.7% | +40.1% | +38.1% |
| 1Y | +27.1% | -24.2% | +51.3% | +51.1% |
| All | +9.8% | -18.8% | +28.6% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling