+32,355.3%
AVGO vs ROK
+1,355.4%
+30,999.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.6% |
| 7D | -0.3% | +2.8% | -3.1% | -1.9% |
| 30D | -13.8% | -2.4% | -11.4% | -12.8% |
| 3M | -6.9% | -4.7% | -2.2% | -5.2% |
| 6M | +11.9% | +16.8% | -4.8% | +1.3% |
| YTD | +6.9% | +11.4% | -4.5% | -1.5% |
| 1Y | +7.4% | +26.2% | -18.8% | -7.7% |
| 3Y | +345.6% | +51.9% | +293.7% | +233.1% |
| 5Y | +718.9% | +46.4% | +672.5% | +508.6% |
| 10Y | +2,755.4% | +343.5% | +2,411.8% | +972.3% |
| All | +32,355.3% | +1,355.4% | +30,999.9% | +6,455.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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