+720.4%
AVGO vs DLR
+41.2%
+679.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | -0.3% | +3.4% | -3.7% | -2.2% |
| 30D | -13.8% | -2.2% | -11.6% | -12.9% |
| 3M | -6.9% | +4.7% | -11.7% | -10.5% |
| 6M | +11.9% | +9.0% | +2.9% | +4.7% |
| YTD | +6.9% | +24.1% | -17.3% | -7.7% |
| 1Y | +7.4% | +20.9% | -13.5% | -5.7% |
| 3Y | +345.6% | +60.0% | +285.5% | +242.1% |
| All | +720.4% | +41.2% | +679.1% | +534.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling