+525.7%
AVGO vs RL
+240.9%
+284.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.8% | +2.9% | +6.1% |
| 7D | -0.9% | +0.2% | -1.1% | -0.8% |
| 30D | -11.6% | +7.3% | -19.0% | -14.3% |
| 3M | -25.2% | +1.0% | -26.2% | -25.7% |
| 6M | -25.4% | +11.8% | -37.2% | -30.2% |
| YTD | -7.2% | +13.6% | -20.8% | -14.8% |
| 1Y | -7.9% | +24.0% | -31.9% | -19.3% |
| 3Y | +262.1% | +256.6% | +5.5% | +89.2% |
| 5Y | +525.7% | +240.2% | +285.5% | +214.4% |
| All | +525.7% | +240.9% | +284.8% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling