-67.1%
ETSY vs RY
+139.4%
-206.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.4% |
| 7D | -12.9% | -0.5% | -12.4% | -12.5% |
| 30D | -11.5% | -1.9% | -9.6% | -10.3% |
| 3M | +3.5% | +5.1% | -1.6% | -1.3% |
| 6M | +27.6% | +28.2% | -0.5% | +2.3% |
| YTD | +28.4% | +22.9% | +5.5% | +6.5% |
| 1Y | +27.1% | +45.5% | -18.4% | -9.2% |
| 3Y | +6.0% | +156.7% | -150.6% | -57.1% |
| 5Y | -67.1% | +137.7% | -204.8% | -84.8% |
| All | -67.1% | +139.4% | -206.5% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling