-12.1%
OTIS vs ETSY
+8.1%
-20.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.6% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | -6.0% | -8.6% | +2.6% | -5.2% |
| 3M | -0.9% | +4.8% | -5.7% | -1.5% |
| 6M | -17.3% | +38.1% | -55.4% | -20.5% |
| YTD | -19.6% | +31.2% | -50.8% | -22.3% |
| 1Y | -21.0% | +22.1% | -43.1% | -24.0% |
| 3Y | -12.1% | +12.2% | -24.3% | -18.5% |
| All | -12.1% | +8.1% | -20.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling