+142.7%
ETSY vs ROP
+148.5%
-5.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -2.0% | -2.8% |
| 7D | -10.9% | -5.4% | -5.5% | -7.3% |
| 30D | -14.9% | -1.6% | -13.2% | -13.8% |
| 3M | +5.8% | +18.8% | -13.0% | -7.3% |
| 6M | +29.1% | +8.2% | +20.9% | +20.9% |
| YTD | +31.3% | -10.5% | +41.8% | +40.0% |
| 1Y | +25.1% | -23.7% | +48.9% | +49.4% |
| 3Y | +8.5% | -17.9% | +26.3% | +21.6% |
| 5Y | -66.1% | -15.3% | -50.8% | -62.4% |
| 10Y | +410.3% | +133.4% | +276.9% | +178.5% |
| All | +142.7% | +148.5% | -5.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling