+2,296.5%
AVGO vs DOC
+15.2%
+2,281.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.0% |
| 7D | -7.5% | +8.7% | -16.2% | -10.0% |
| 30D | -10.2% | +7.6% | -17.9% | -12.5% |
| 3M | -22.0% | -5.3% | -16.8% | -21.0% |
| 6M | -21.6% | +27.6% | -49.2% | -29.2% |
| YTD | -5.4% | +32.4% | -37.8% | -16.1% |
| 1Y | -6.8% | +22.9% | -29.7% | -15.2% |
| 3Y | +280.9% | +43.1% | +237.8% | +217.5% |
| 5Y | +548.1% | -21.4% | +569.5% | +581.3% |
| All | +2,296.5% | +15.2% | +2,281.3% | +2,051.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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