+31,416.6%
AVGO vs RL
+576.0%
+30,840.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -14.4% | -7.8% | -6.7% | -12.2% |
| 3M | -14.4% | -4.0% | -10.4% | -13.6% |
| 6M | +13.1% | -1.9% | +15.0% | +12.3% |
| YTD | +3.8% | -0.2% | +4.0% | +2.0% |
| 1Y | +17.8% | +10.7% | +7.1% | +11.4% |
| 3Y | +325.3% | +210.8% | +114.5% | +181.7% |
| 5Y | +689.9% | +238.2% | +451.7% | +396.8% |
| 10Y | +2,597.0% | +313.4% | +2,283.6% | +1,347.1% |
| All | +31,416.6% | +576.0% | +30,840.6% | +12,704.3% |
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