+50.6%
ROK vs ETSY
+6.4%
+44.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.6% | -12.7% | +11.1% | +0.5% |
| 30D | -5.4% | -9.9% | +4.5% | -4.0% |
| 3M | -4.0% | +4.2% | -8.1% | -5.5% |
| 6M | +13.3% | +34.2% | -20.8% | +5.6% |
| YTD | +9.3% | +29.1% | -19.8% | +2.2% |
| 1Y | +25.8% | +23.8% | +2.0% | +16.2% |
| All | +50.6% | +6.4% | +44.2% | +34.5% |
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