-67.4%
ETSY vs ROP
+1.9%
-69.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.6% |
| 30D | +7.3% | +28.8% | -21.5% | -12.8% |
| 3M | +10.3% | +21.1% | -10.7% | -5.7% |
| 6M | +55.1% | +52.5% | +2.5% | +6.7% |
| YTD | +60.5% | +8.9% | +51.7% | +49.0% |
| 1Y | +52.2% | +8.2% | +44.0% | +41.9% |
| 3Y | +40.8% | -5.2% | +46.0% | +42.2% |
| All | -67.4% | +1.9% | -69.3% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling