+2,660.6%
AVGO vs RCL
+340.1%
+2,320.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.9% |
| 7D | +18.2% | -1.2% | +19.3% | +18.5% |
| 30D | +0.2% | +17.8% | -17.6% | -4.1% |
| 3M | -16.8% | +4.9% | -21.7% | -18.2% |
| 6M | -16.5% | +23.7% | -40.2% | -21.6% |
| YTD | +0.8% | +17.8% | -17.0% | -5.5% |
| 1Y | +2.8% | +28.9% | -26.1% | -6.4% |
| 3Y | +278.5% | +241.9% | +36.7% | +166.0% |
| 5Y | +573.1% | +295.4% | +277.7% | +333.9% |
| All | +2,660.6% | +340.1% | +2,320.5% | +1,459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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