+695.6%
AVGO vs DTE
+31.2%
+664.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +1.0% | -2.0% | +3.0% | +1.1% |
| 30D | -13.3% | -2.4% | -10.9% | -13.2% |
| 3M | -2.9% | -7.3% | +4.4% | -2.7% |
| 6M | +5.7% | -7.6% | +13.4% | +5.9% |
| YTD | +4.6% | +5.8% | -1.2% | +3.2% |
| 1Y | -1.6% | +2.3% | -4.0% | -2.7% |
| 3Y | +336.2% | +45.0% | +291.2% | +292.0% |
| 5Y | +695.6% | +33.2% | +662.4% | +638.4% |
| All | +695.6% | +31.2% | +664.4% | +638.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling