+137.3%
ETSY vs RRX
+147.5%
-10.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.3% |
| 7D | -12.9% | -0.7% | -12.2% | -12.7% |
| 30D | -11.5% | -8.0% | -3.5% | -8.8% |
| 3M | +3.5% | -25.1% | +28.6% | +12.8% |
| 6M | +27.6% | -18.3% | +45.9% | +31.1% |
| YTD | +28.4% | +14.2% | +14.3% | +12.2% |
| 1Y | +27.1% | +13.0% | +14.0% | +10.3% |
| 3Y | +6.0% | +4.2% | +1.9% | -10.9% |
| 5Y | -67.1% | +17.9% | -85.0% | -74.1% |
| 10Y | +421.9% | +220.4% | +201.5% | +139.1% |
| All | +137.3% | +147.5% | -10.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling