-68.7%
RIG vs ETSY
+129.6%
-198.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.5% |
| 7D | -8.2% | -12.9% | +4.7% | -6.4% |
| 30D | -0.2% | -11.5% | +11.3% | +1.5% |
| 3M | -2.7% | +3.5% | -6.3% | -3.8% |
| 6M | -7.5% | +27.6% | -35.1% | -11.7% |
| YTD | +38.3% | +28.4% | +9.8% | +31.1% |
| 1Y | +81.8% | +27.1% | +54.8% | +71.1% |
| 3Y | -30.2% | +6.0% | -36.2% | -34.1% |
| 5Y | +59.9% | -67.1% | +127.1% | +69.5% |
| 10Y | -41.9% | +421.9% | -463.8% | -59.7% |
| All | -68.7% | +129.6% | -198.4% | -82.0% |
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