+620.3%
AMZN vs ROP
+183.0%
+437.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | +2.6% | +30.1% | -27.5% | -9.7% |
| 3M | -2.2% | +19.9% | -22.1% | -10.8% |
| 6M | -1.0% | +46.0% | -47.1% | -19.1% |
| YTD | +15.3% | +8.4% | +7.0% | +9.0% |
| 1Y | +6.9% | +8.8% | -2.0% | +0.6% |
| 3Y | +85.4% | -5.6% | +91.0% | +87.8% |
| 5Y | +53.3% | +3.0% | +50.3% | +47.0% |
| 10Y | +620.3% | +184.0% | +436.3% | +309.3% |
| All | +620.3% | +183.0% | +437.3% | +309.3% |
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