-6.7%
AVGO vs RL
+22.6%
-29.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.8% |
| 7D | 0.0% | +1.3% | -1.4% | -0.1% |
| 30D | -8.2% | +7.6% | -15.8% | -9.1% |
| 3M | -21.3% | -1.5% | -19.8% | -20.7% |
| 6M | -22.5% | +12.1% | -34.6% | -23.7% |
| YTD | -3.6% | +13.9% | -17.5% | -8.2% |
| 1Y | -6.7% | +20.7% | -27.3% | -14.9% |
| All | -6.7% | +22.6% | -29.3% | -14.9% |
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