+1,421.4%
AVGO vs DT
+76.1%
+1,345.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.1% |
| 7D | +25.0% | +2.7% | +22.2% | +24.0% |
| 30D | +2.0% | -30.4% | +32.3% | +13.6% |
| 3M | -12.3% | -9.4% | -2.9% | -10.5% |
| 6M | -12.8% | +14.5% | -27.3% | -18.5% |
| YTD | +5.9% | +3.6% | +2.3% | +1.1% |
| 1Y | +3.3% | -3.4% | +6.8% | +0.9% |
| 3Y | +293.1% | -11.1% | +304.2% | +286.9% |
| 5Y | +606.7% | -39.5% | +646.2% | +651.1% |
| All | +1,421.4% | +76.1% | +1,345.4% | +915.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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