+17.8%
AVGO vs RL
+13.6%
+4.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -14.4% | -7.8% | -6.7% | -13.0% |
| 3M | -14.4% | -4.0% | -10.4% | -13.8% |
| 6M | +13.1% | -1.9% | +15.0% | +11.9% |
| YTD | +3.8% | -0.2% | +4.0% | +1.2% |
| 1Y | +17.8% | +10.7% | +7.1% | +7.9% |
| All | +17.8% | +13.6% | +4.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling