+5.7%
OXY vs ETSY
+134.7%
-129.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +2.8% | -4.9% | +7.7% | +3.3% |
| 30D | +5.5% | -8.6% | +14.1% | +6.2% |
| 3M | +11.3% | +4.8% | +6.5% | +10.4% |
| 6M | +11.6% | +38.1% | -26.5% | +7.3% |
| YTD | +51.6% | +31.2% | +20.3% | +45.9% |
| 1Y | +36.2% | +22.1% | +14.1% | +31.4% |
| 3Y | +1.7% | +12.2% | -10.5% | -3.0% |
| 5Y | +164.5% | -66.5% | +230.9% | +174.3% |
| 10Y | +6.1% | +433.4% | -427.4% | -23.1% |
| All | +5.7% | +134.7% | -129.0% | -27.1% |
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