+196.7%
ETSY vs ROP
+202.2%
-5.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.5% |
| 30D | +7.3% | +28.8% | -21.5% | -10.2% |
| 3M | +10.3% | +21.1% | -10.7% | -3.7% |
| 6M | +55.1% | +52.5% | +2.5% | +13.3% |
| YTD | +60.5% | +8.9% | +51.7% | +48.8% |
| 1Y | +52.2% | +8.2% | +44.0% | +41.6% |
| 3Y | +40.8% | -5.2% | +46.0% | +42.4% |
| 5Y | -67.3% | +1.7% | -69.0% | -68.3% |
| 10Y | +659.4% | +185.4% | +474.0% | +259.1% |
| All | +196.7% | +202.2% | -5.5% | +26.0% |
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