+31,416.6%
AVGO vs DLR
+723.0%
+30,693.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +1.6% | -4.5% | -3.7% |
| 30D | -14.4% | -3.4% | -11.1% | -13.3% |
| 3M | -14.4% | +0.5% | -14.9% | -15.4% |
| 6M | +13.1% | +4.6% | +8.6% | +9.6% |
| YTD | +3.8% | +23.4% | -19.6% | -6.7% |
| 1Y | +17.8% | +19.0% | -1.3% | +7.7% |
| 3Y | +325.3% | +56.5% | +268.7% | +248.9% |
| 5Y | +689.9% | +33.3% | +656.6% | +572.7% |
| 10Y | +2,597.0% | +165.1% | +2,431.9% | +1,596.9% |
| All | +31,416.6% | +723.0% | +30,693.6% | +12,305.3% |
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 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