+421.9%
ETSY vs RY
+372.5%
+49.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.5% |
| 7D | -12.9% | -0.5% | -12.4% | -12.5% |
| 30D | -11.5% | -1.9% | -9.6% | -10.4% |
| 3M | +3.5% | +5.1% | -1.6% | -0.5% |
| 6M | +27.6% | +28.2% | -0.5% | +6.2% |
| YTD | +28.4% | +22.9% | +5.5% | +9.9% |
| 1Y | +27.1% | +45.5% | -18.4% | -3.6% |
| 3Y | +6.0% | +156.7% | -150.6% | -47.4% |
| 5Y | -67.1% | +137.7% | -204.8% | -82.5% |
| 10Y | +421.9% | +375.5% | +46.4% | +66.9% |
| All | +421.9% | +372.5% | +49.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling