-0.4%
ROL vs ETSY
+5.8%
-6.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.0% |
| 7D | -3.3% | -12.9% | +9.6% | -2.3% |
| 30D | -7.2% | -11.5% | +4.2% | -6.4% |
| 3M | -27.0% | +3.5% | -30.5% | -27.2% |
| 6M | -39.5% | +27.6% | -67.1% | -40.9% |
| YTD | -41.8% | +28.4% | -70.2% | -43.3% |
| 1Y | -38.9% | +27.1% | -65.9% | -40.8% |
| All | -0.4% | +5.8% | -6.2% | -6.0% |
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 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