+25,809.4%
AVGO vs RL
+626.9%
+25,182.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -9.9% | -4.2% | -5.8% | -8.5% |
| 30D | -22.0% | +4.3% | -26.3% | -23.1% |
| 3M | -30.0% | -4.6% | -25.4% | -29.1% |
| 6M | -30.7% | +1.7% | -32.5% | -32.0% |
| YTD | -14.7% | +7.3% | -22.0% | -18.3% |
| 1Y | -16.8% | +20.8% | -37.6% | -23.7% |
| 3Y | +244.4% | +247.0% | -2.5% | +119.8% |
| 5Y | +474.0% | +225.5% | +248.6% | +265.5% |
| 10Y | +2,122.6% | +363.0% | +1,759.5% | +1,045.7% |
| All | +25,809.4% | +626.9% | +25,182.5% | +10,153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling