+142.7%
ETSY vs RRC
-26.3%
+169.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.6% | -4.8% |
| 7D | -10.9% | -1.2% | -9.7% | -10.8% |
| 30D | -14.9% | +9.4% | -24.3% | -15.9% |
| 3M | +5.8% | +7.4% | -1.6% | +4.5% |
| 6M | +29.1% | +1.5% | +27.6% | +28.2% |
| YTD | +31.3% | +19.4% | +12.0% | +27.3% |
| 1Y | +25.1% | +24.2% | +0.9% | +20.5% |
| 3Y | +8.5% | +32.8% | -24.3% | +2.4% |
| 5Y | -66.1% | +152.9% | -219.0% | -71.4% |
| 10Y | +410.3% | +3.9% | +406.4% | +327.3% |
| All | +142.7% | -26.3% | +169.1% | +43.8% |
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