+2,755.4%
AVGO vs RL
+304.3%
+2,451.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | -0.3% | +1.9% | -2.2% | -1.0% |
| 30D | -13.8% | -12.2% | -1.6% | -10.2% |
| 3M | -6.9% | -6.6% | -0.3% | -5.2% |
| 6M | +11.9% | +3.2% | +8.8% | +9.2% |
| YTD | +6.9% | -1.3% | +8.2% | +5.5% |
| 1Y | +7.4% | +13.6% | -6.2% | +0.8% |
| 3Y | +345.6% | +210.9% | +134.7% | +200.5% |
| 5Y | +718.9% | +246.9% | +472.0% | +423.1% |
| 10Y | +2,755.4% | +310.1% | +2,445.3% | +1,658.8% |
| All | +2,755.4% | +304.3% | +2,451.0% | +1,658.8% |
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