-65.2%
ETSY vs RY
+123.7%
-189.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +2.0% |
| 30D | +25.8% | +5.9% | +19.9% | +20.6% |
| 3M | +9.3% | -4.3% | +13.6% | +13.1% |
| 6M | +38.4% | +12.1% | +26.3% | +24.9% |
| YTD | +62.2% | +20.3% | +41.9% | +36.8% |
| 1Y | +58.3% | +41.0% | +17.3% | +15.5% |
| 3Y | +42.6% | +157.5% | -115.0% | -43.5% |
| All | -65.2% | +123.7% | -189.0% | -83.1% |
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