+69.6%
OTIS vs ETSY
+88.6%
-19.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.9% |
| 7D | -2.2% | -12.9% | +10.7% | -0.8% |
| 30D | -4.3% | -11.5% | +7.1% | -3.2% |
| 3M | -2.2% | +3.5% | -5.7% | -2.7% |
| 6M | -19.9% | +27.6% | -47.5% | -22.3% |
| YTD | -19.3% | +28.4% | -47.7% | -22.0% |
| 1Y | -19.6% | +27.1% | -46.6% | -22.7% |
| 3Y | -11.5% | +6.0% | -17.6% | -15.0% |
| 5Y | -16.8% | -67.1% | +50.4% | -15.7% |
| All | +69.6% | +88.6% | -19.0% | +58.6% |
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