+691.7%
AVGO vs ROL
-3.8%
+695.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -1.4% | -1.5% | -2.7% |
| 30D | -14.4% | -4.1% | -10.3% | -13.9% |
| 3M | -14.4% | -22.5% | +8.1% | -11.1% |
| 6M | +13.1% | -37.7% | +50.8% | +22.8% |
| YTD | +3.8% | -39.6% | +43.4% | +13.3% |
| 1Y | +17.8% | -36.0% | +53.8% | +26.3% |
| 3Y | +325.3% | -5.1% | +330.4% | +301.7% |
| All | +691.7% | -3.8% | +695.4% | +595.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling