+2,770.9%
AVGO vs DTE
+137.8%
+2,633.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +1.1% | -2.6% | +3.7% | +2.1% |
| 30D | -13.0% | -4.4% | -8.6% | -11.6% |
| 3M | -6.0% | -8.3% | +2.4% | -3.3% |
| 6M | +6.4% | -8.1% | +14.4% | +8.8% |
| YTD | +5.0% | +4.4% | +0.6% | +1.6% |
| 1Y | +1.4% | +0.2% | +1.2% | -0.3% |
| 3Y | +336.8% | +42.6% | +294.2% | +250.8% |
| 5Y | +698.2% | +31.5% | +666.7% | +560.0% |
| All | +2,770.9% | +137.8% | +2,633.1% | +1,632.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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