+31,416.6%
AVGO vs DRI
+1,171.3%
+30,245.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -3.0% | +0.6% | -3.5% | -3.2% |
| 30D | -14.4% | +3.8% | -18.3% | -15.9% |
| 3M | -14.4% | +13.0% | -27.4% | -18.9% |
| 6M | +13.1% | +8.3% | +4.8% | +8.6% |
| YTD | +3.8% | +20.6% | -16.8% | -4.8% |
| 1Y | +17.8% | +6.5% | +11.3% | +12.8% |
| 3Y | +325.3% | +53.7% | +271.5% | +244.4% |
| 5Y | +689.9% | +72.7% | +617.3% | +503.8% |
| 10Y | +2,597.0% | +363.2% | +2,233.9% | +1,088.1% |
| All | +31,416.6% | +1,171.3% | +30,245.3% | +8,725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling