+297.5%
AVGO vs ROL
+3.2%
+294.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.5% |
| 7D | +25.0% | -1.7% | +26.7% | +24.9% |
| 30D | +2.0% | +18.5% | -16.6% | +2.5% |
| 3M | -12.3% | +4.3% | -16.6% | -11.7% |
| 6M | -12.8% | -27.7% | +14.9% | -10.6% |
| YTD | +5.9% | -35.8% | +41.6% | +10.0% |
| 1Y | +3.3% | -34.1% | +37.4% | +7.1% |
| All | +297.5% | +3.2% | +294.2% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling