+1,404.0%
AVGO vs DT
+101.6%
+1,302.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +1.0% | -2.5% | +3.6% | +1.8% |
| 30D | -13.3% | +3.5% | -16.8% | -14.4% |
| 3M | -2.9% | +26.7% | -29.6% | -10.9% |
| 6M | +5.7% | +36.1% | -30.4% | -6.4% |
| YTD | +4.6% | +18.6% | -14.0% | -3.4% |
| 1Y | -1.6% | +7.9% | -9.5% | -6.7% |
| 3Y | +336.2% | +8.6% | +327.7% | +305.9% |
| 5Y | +695.6% | -26.7% | +722.3% | +698.0% |
| All | +1,404.0% | +101.6% | +1,302.3% | +870.5% |
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