+2.8%
AVGO vs DLR
+13.8%
-11.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -3.8% |
| 7D | +18.2% | +3.3% | +14.8% | +16.4% |
| 30D | +0.2% | +4.6% | -4.4% | -1.2% |
| 3M | -16.8% | -8.3% | -8.5% | -13.8% |
| 6M | -16.5% | -5.6% | -10.8% | -13.8% |
| YTD | +0.8% | +18.7% | -17.9% | -20.6% |
| 1Y | +2.8% | +17.1% | -14.3% | -16.6% |
| All | +2.8% | +13.8% | -11.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling