+9.0%
AVGO vs DRI
+3.0%
+6.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.2% |
| 7D | -0.8% | -4.8% | +4.0% | -1.0% |
| 30D | -13.7% | -3.9% | -9.8% | -13.8% |
| 3M | -6.9% | +5.1% | -12.0% | -7.1% |
| 6M | +5.8% | +5.5% | +0.3% | +5.5% |
| YTD | +5.7% | +16.5% | -10.8% | +6.1% |
| 1Y | +9.0% | +2.0% | +7.0% | +8.9% |
| All | +9.0% | +3.0% | +6.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling