+553.0%
AMZN vs ROP
+135.7%
+417.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.7% | -8.0% | +5.3% | +1.2% |
| 30D | -7.5% | -2.7% | -4.8% | -6.4% |
| 3M | +5.8% | +16.6% | -10.8% | -2.9% |
| 6M | +17.5% | +10.4% | +7.2% | +10.2% |
| YTD | +9.1% | -12.1% | +21.2% | +14.4% |
| 1Y | +9.4% | -23.6% | +33.0% | +23.4% |
| 3Y | +82.2% | -19.3% | +101.6% | +99.3% |
| 5Y | +45.2% | -15.4% | +60.6% | +53.6% |
| All | +553.0% | +135.7% | +417.3% | +304.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling