+2,770.9%
AVGO vs DLR
+177.5%
+2,593.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | -4.3% | -8.7% | -11.3% |
| 3M | -6.0% | +3.8% | -9.8% | -8.6% |
| 6M | +6.4% | +5.8% | +0.5% | +2.2% |
| YTD | +5.0% | +23.5% | -18.6% | -6.5% |
| 1Y | +1.4% | +11.1% | -9.7% | -4.9% |
| 3Y | +336.8% | +57.9% | +278.9% | +253.6% |
| 5Y | +698.2% | +44.0% | +654.2% | +550.8% |
| All | +2,770.9% | +177.5% | +2,593.5% | +1,764.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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