+711.1%
AVGO vs DT
-28.0%
+739.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.3% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -13.7% | +0.1% | -13.8% | -13.9% |
| 3M | -6.9% | +24.1% | -31.0% | -13.7% |
| 6M | +5.8% | +30.1% | -24.3% | -4.3% |
| YTD | +5.7% | +16.8% | -11.1% | -1.4% |
| 1Y | +9.0% | -0.1% | +9.1% | +6.4% |
| 3Y | +340.5% | +6.8% | +333.7% | +315.1% |
| 5Y | +711.1% | -28.4% | +739.4% | +691.6% |
| All | +711.1% | -28.0% | +739.0% | +691.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling