+273,029.3%
AMZN vs ROP
+5,590.1%
+267,439.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | -2.7% | +5.4% | +4.1% |
| 30D | +3.4% | +29.7% | -26.3% | -9.3% |
| 3M | +0.1% | +21.2% | -21.2% | -9.7% |
| 6M | +0.6% | +48.3% | -47.7% | -18.6% |
| YTD | +15.9% | +8.4% | +7.5% | +7.9% |
| 1Y | +9.5% | +6.0% | +3.5% | +3.0% |
| 3Y | +86.3% | -5.6% | +91.9% | +84.6% |
| 5Y | +51.7% | +1.3% | +50.5% | +45.5% |
| 10Y | +623.8% | +184.1% | +439.7% | +306.3% |
| All | +273,029.3% | +5,590.1% | +267,439.2% | +74,736.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling