+155.0%
ETSY vs RY
+382.5%
-227.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.3% |
| 7D | -8.5% | +3.1% | -11.6% | -10.4% |
| 30D | -10.9% | -0.3% | -10.6% | -10.9% |
| 3M | +14.1% | +8.7% | +5.4% | +7.2% |
| 6M | +37.5% | +28.5% | +8.9% | +14.5% |
| YTD | +38.0% | +25.1% | +12.9% | +16.9% |
| 1Y | +46.5% | +46.3% | +0.3% | +11.2% |
| 3Y | +2.5% | +154.9% | -152.4% | -48.2% |
| 5Y | -65.3% | +140.3% | -205.6% | -81.4% |
| 10Y | +451.6% | +377.0% | +74.6% | +80.7% |
| All | +155.0% | +382.5% | -227.5% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling