+11,604.2%
AVGO vs RNG
+309.1%
+11,295.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.3% | +3.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -13.8% | +11.4% | -25.2% | -16.1% |
| 3M | -6.9% | +72.1% | -79.0% | -19.1% |
| 6M | +11.9% | +67.9% | -56.0% | -3.5% |
| YTD | +6.9% | +144.3% | -137.5% | -17.9% |
| 1Y | +7.4% | +117.5% | -110.1% | -15.6% |
| 3Y | +345.6% | +123.9% | +221.7% | +232.2% |
| 5Y | +718.9% | -70.1% | +789.0% | +812.7% |
| 10Y | +2,755.4% | +215.9% | +2,539.5% | +1,431.4% |
| All | +11,604.2% | +309.1% | +11,295.1% | +5,470.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling