+45.8%
AMZN vs RRC
+153.5%
-107.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | -6.4% | +9.4% | -15.8% | -7.9% |
| 3M | +4.8% | +7.4% | -2.6% | +3.3% |
| 6M | +20.5% | +1.5% | +19.1% | +19.5% |
| YTD | +11.3% | +19.4% | -8.1% | +6.8% |
| 1Y | +9.0% | +24.2% | -15.3% | +3.4% |
| 3Y | +85.9% | +32.8% | +53.1% | +72.4% |
| 5Y | +45.8% | +152.9% | -107.1% | +24.6% |
| All | +45.8% | +153.5% | -107.7% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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