+278.5%
AVGO vs RL
+250.5%
+28.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.3% |
| 7D | +18.2% | +2.6% | +15.6% | +16.9% |
| 30D | +0.2% | +2.9% | -2.7% | -0.9% |
| 3M | -16.8% | 0.0% | -16.8% | -16.9% |
| 6M | -16.5% | +17.1% | -33.6% | -23.5% |
| YTD | +0.8% | +10.1% | -9.3% | -6.2% |
| 1Y | +2.8% | +17.3% | -14.5% | -7.9% |
| 3Y | +278.5% | +249.3% | +29.2% | +106.4% |
| All | +278.5% | +250.5% | +28.0% | +106.4% |
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 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