+30,355.4%
AVGO vs DLR
+696.7%
+29,658.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +6.1% | -2.0% | +8.1% | +7.3% |
| 30D | -2.7% | +0.5% | -3.2% | -2.7% |
| 3M | -16.9% | -4.4% | -12.5% | -15.1% |
| 6M | -19.1% | -6.4% | -12.7% | -17.5% |
| YTD | +0.3% | +19.5% | -19.2% | -8.3% |
| 1Y | -1.2% | +10.5% | -11.7% | -6.3% |
| 3Y | +272.4% | +54.0% | +218.4% | +209.4% |
| 5Y | +579.0% | +39.7% | +539.3% | +472.0% |
| 10Y | +2,584.7% | +189.5% | +2,395.2% | +1,544.3% |
| All | +30,355.4% | +696.7% | +29,658.7% | +12,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling