+2,481.8%
AVGO vs DOC
+23.8%
+2,458.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | 0.0% | +4.3% | -4.4% | -1.4% |
| 30D | -8.2% | +9.2% | -17.3% | -10.9% |
| 3M | -21.3% | -0.8% | -20.4% | -21.3% |
| 6M | -22.5% | +7.1% | -29.6% | -25.1% |
| YTD | -3.6% | +34.0% | -37.5% | -14.6% |
| 1Y | -6.7% | +23.2% | -29.9% | -15.0% |
| 3Y | +258.1% | +53.6% | +204.5% | +190.9% |
| 5Y | +560.9% | -20.4% | +581.3% | +592.2% |
| All | +2,481.8% | +23.8% | +2,458.0% | +2,189.8% |
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