+45.8%
AMZN vs ROL
-2.9%
+48.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | +0.8% | -3.4% | +4.2% | +1.7% |
| 30D | -6.4% | -6.9% | +0.6% | -4.7% |
| 3M | +4.8% | -24.6% | +29.4% | +12.2% |
| 6M | +20.5% | -39.5% | +60.1% | +36.1% |
| YTD | +11.3% | -41.1% | +52.4% | +26.1% |
| 1Y | +9.0% | -37.9% | +46.9% | +21.4% |
| 3Y | +85.9% | +0.8% | +85.1% | +72.9% |
| 5Y | +45.8% | -4.7% | +50.5% | +26.0% |
| All | +45.8% | -2.9% | +48.6% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling