+2,856.4%
AVGO vs ROL
+205.3%
+2,651.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -0.8% | -3.3% | +2.5% | +0.3% |
| 30D | -13.7% | -7.2% | -6.5% | -11.7% |
| 3M | -6.9% | -27.0% | +20.0% | +2.7% |
| 6M | +5.8% | -39.5% | +45.3% | +24.3% |
| YTD | +5.7% | -41.8% | +47.5% | +25.6% |
| 1Y | +9.0% | -38.9% | +47.9% | +26.0% |
| 3Y | +340.5% | -0.4% | +340.9% | +306.2% |
| 5Y | +711.1% | -4.2% | +715.3% | +636.0% |
| 10Y | +2,856.4% | +208.2% | +2,648.2% | +1,524.0% |
| All | +2,856.4% | +205.3% | +2,651.1% | +1,524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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