+2,300.3%
AVGO vs RL
+397.7%
+1,902.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +2.9% | +6.8% |
| 7D | -0.9% | +0.2% | -1.1% | -0.8% |
| 30D | -11.6% | +7.3% | -19.0% | -13.6% |
| 3M | -25.2% | +1.0% | -26.2% | -25.6% |
| 6M | -25.4% | +11.8% | -37.2% | -29.0% |
| YTD | -7.2% | +13.6% | -20.8% | -12.7% |
| 1Y | -7.9% | +24.0% | -31.9% | -16.1% |
| 3Y | +262.1% | +256.6% | +5.5% | +133.3% |
| 5Y | +525.7% | +240.2% | +285.5% | +298.2% |
| 10Y | +2,300.3% | +373.0% | +1,927.4% | +1,285.4% |
| All | +2,300.3% | +397.7% | +1,902.7% | +1,285.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling