+85.9%
AMZN vs ROL
+1.0%
+84.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +0.8% | -3.4% | +4.2% | +1.2% |
| 30D | -6.4% | -6.9% | +0.6% | -5.6% |
| 3M | +4.8% | -24.6% | +29.4% | +8.3% |
| 6M | +20.5% | -39.5% | +60.1% | +27.1% |
| YTD | +11.3% | -41.1% | +52.4% | +17.6% |
| 1Y | +9.0% | -37.9% | +46.9% | +14.6% |
| 3Y | +85.9% | +0.8% | +85.1% | +82.7% |
| All | +85.9% | +1.0% | +84.9% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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