+570.0%
AVGO vs ROL
+15.7%
+554.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.3% | -5.0% |
| 7D | +18.2% | +3.0% | +15.2% | +17.8% |
| 30D | +0.2% | +19.8% | -19.6% | -2.0% |
| 3M | -16.8% | +7.9% | -24.7% | -17.5% |
| 6M | -16.5% | -25.6% | +9.2% | -12.0% |
| YTD | +0.8% | -34.1% | +35.0% | +8.8% |
| 1Y | +2.8% | -31.4% | +34.2% | +9.8% |
| 3Y | +278.5% | +4.7% | +273.9% | +251.3% |
| All | +570.0% | +15.7% | +554.4% | +460.0% |
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 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