+2,660.6%
AVGO vs RNG
+234.5%
+2,426.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.6% |
| 7D | +18.2% | +4.6% | +13.5% | +17.1% |
| 30D | +0.2% | +0.4% | -0.2% | +0.2% |
| 3M | -16.8% | +11.4% | -28.2% | -19.0% |
| 6M | -16.5% | +95.7% | -112.1% | -29.4% |
| YTD | +0.8% | +162.9% | -162.1% | -23.1% |
| 1Y | +2.8% | +180.3% | -177.4% | -22.9% |
| 3Y | +278.5% | +188.3% | +90.2% | +169.2% |
| 5Y | +573.1% | -72.5% | +645.6% | +679.6% |
| All | +2,660.6% | +234.5% | +2,426.2% | +1,513.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling