+53.4%
OMC vs ETSY
+134.9%
-81.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.3% |
| 7D | -5.8% | -10.9% | +5.2% | -4.7% |
| 30D | -4.8% | -14.9% | +10.1% | -3.4% |
| 3M | +9.2% | +5.8% | +3.4% | +8.5% |
| 6M | -2.5% | +29.1% | -31.6% | -5.2% |
| YTD | +2.6% | +31.3% | -28.8% | -0.6% |
| 1Y | +5.9% | +25.1% | -19.2% | +2.6% |
| 3Y | +14.2% | +8.5% | +5.7% | +10.3% |
| 5Y | +33.2% | -66.1% | +99.3% | +35.5% |
| 10Y | +33.4% | +410.3% | -376.9% | +5.4% |
| All | +53.4% | +134.9% | -81.5% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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