+262.1%
AVGO vs RL
+254.6%
+7.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +2.9% | +6.2% |
| 7D | -0.9% | +0.2% | -1.1% | -0.8% |
| 30D | -11.6% | +7.3% | -19.0% | -14.1% |
| 3M | -25.2% | +1.0% | -26.2% | -25.6% |
| 6M | -25.4% | +11.8% | -37.2% | -30.0% |
| YTD | -7.2% | +13.6% | -20.8% | -14.7% |
| 1Y | -7.9% | +24.0% | -31.9% | -19.6% |
| 3Y | +262.1% | +256.6% | +5.5% | +106.5% |
| All | +262.1% | +254.6% | +7.5% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling