+332.9%
AVGO vs RL
+214.6%
+118.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -14.4% | -7.8% | -6.7% | -11.6% |
| 3M | -14.4% | -4.0% | -10.4% | -13.5% |
| 6M | +13.1% | -1.9% | +15.0% | +11.7% |
| YTD | +3.8% | -0.2% | +4.0% | +0.9% |
| 1Y | +17.8% | +10.7% | +7.1% | +7.8% |
| All | +332.9% | +214.6% | +118.3% | +166.5% |
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