+47.5%
ROK vs ETSY
-66.2%
+113.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.3% |
| 30D | -4.8% | -8.6% | +3.8% | -3.4% |
| 3M | -6.1% | +4.8% | -10.9% | -7.7% |
| 6M | +15.5% | +38.1% | -22.6% | +6.7% |
| YTD | +11.2% | +31.2% | -20.1% | +3.3% |
| 1Y | +23.8% | +22.1% | +1.7% | +15.0% |
| 3Y | +53.1% | +12.2% | +40.9% | +39.6% |
| All | +47.5% | -66.2% | +113.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling