+196.7%
ETSY vs RRC
-8.6%
+205.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.0% | +6.4% | -7.4% | -1.8% |
| 30D | +7.3% | +23.9% | -16.6% | +4.0% |
| 3M | +10.3% | +30.2% | -19.9% | +6.1% |
| 6M | +55.1% | +26.3% | +28.8% | +49.2% |
| YTD | +60.5% | +48.1% | +12.5% | +50.6% |
| 1Y | +52.2% | +37.7% | +14.5% | +44.0% |
| 3Y | +40.8% | +60.3% | -19.5% | +29.3% |
| 5Y | -67.3% | +135.3% | -202.6% | -72.2% |
| 10Y | +659.4% | +73.3% | +586.1% | +487.8% |
| All | +196.7% | -8.6% | +205.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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