+12.2%
ETSY vs RRX
+5.4%
+6.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -8.6% | -6.1% | -2.5% | -7.5% |
| 3M | +4.8% | -23.1% | +27.8% | +9.4% |
| 6M | +38.1% | -19.5% | +57.6% | +40.7% |
| YTD | +31.2% | +16.1% | +15.2% | +18.4% |
| 1Y | +22.1% | +12.9% | +9.2% | +10.3% |
| 3Y | +12.2% | +7.9% | +4.3% | -0.8% |
| All | +12.2% | +5.4% | +6.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling