+25.0%
ROK vs ETSY
+60.7%
-35.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.9% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | -2.5% | +35.8% | -38.2% | -4.4% |
| 3M | 0.0% | +11.4% | -11.3% | -0.5% |
| 6M | +11.6% | +50.3% | -38.7% | +6.3% |
| YTD | +15.2% | +73.6% | -58.4% | +7.4% |
| 1Y | +25.0% | +65.2% | -40.2% | +17.6% |
| All | +25.0% | +60.7% | -35.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling