+315.9%
ROL vs ETSY
+187.1%
+128.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +19.8% | +7.3% | +12.5% | +18.7% |
| 3M | +7.9% | +10.3% | -2.4% | +6.5% |
| 6M | -25.6% | +55.1% | -80.7% | -29.6% |
| YTD | -34.1% | +60.5% | -94.7% | -38.3% |
| 1Y | -31.4% | +52.2% | -83.6% | -35.4% |
| 3Y | +4.7% | +40.8% | -36.1% | -3.4% |
| 5Y | +15.6% | -67.3% | +82.9% | +22.0% |
| 10Y | +220.6% | +659.4% | -438.8% | +152.4% |
| All | +315.9% | +187.1% | +128.8% | +224.4% |
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