+55.6%
AMZN vs ROP
+0.5%
+55.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +8.0% | +0.2% | +7.9% | +8.0% |
| 30D | +3.2% | +30.3% | -27.1% | -9.3% |
| 3M | -2.6% | +17.8% | -20.4% | -10.2% |
| 6M | -0.7% | +38.9% | -39.6% | -17.2% |
| YTD | +17.4% | +7.6% | +9.7% | +14.1% |
| 1Y | +9.0% | +6.5% | +2.5% | +6.6% |
| 3Y | +88.7% | -6.3% | +95.0% | +98.4% |
| 5Y | +55.6% | +0.9% | +54.7% | +42.3% |
| All | +55.6% | +0.5% | +55.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling