+32,043.9%
AVGO vs RIG
-91.4%
+32,135.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.5% |
| 7D | +25.0% | +4.3% | +20.7% | +24.3% |
| 30D | +2.0% | -5.8% | +7.8% | +2.6% |
| 3M | -12.3% | -6.7% | -5.6% | -11.8% |
| 6M | -12.8% | -18.7% | +5.8% | -11.1% |
| YTD | +5.9% | +28.8% | -23.0% | +0.3% |
| 1Y | +3.3% | +28.8% | -25.5% | -2.1% |
| 3Y | +293.1% | -20.0% | +313.1% | +283.2% |
| 5Y | +606.7% | +56.0% | +550.7% | +494.3% |
| 10Y | +2,733.6% | -48.7% | +2,782.3% | +2,095.6% |
| All | +32,043.9% | -91.4% | +32,135.3% | +33,533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 all: compounded portfolio wealth divided by compounded RIG 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…
all analysis · Full analysis span regression · 6 months rolling