+31,416.6%
AVGO vs ROL
+1,154.5%
+30,262.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.0% | -1.4% | -1.5% | -2.3% |
| 30D | -14.4% | -4.1% | -10.3% | -13.0% |
| 3M | -14.4% | -22.5% | +8.1% | -5.3% |
| 6M | +13.1% | -37.7% | +50.8% | +37.4% |
| YTD | +3.8% | -39.6% | +43.4% | +27.3% |
| 1Y | +17.8% | -36.0% | +53.8% | +39.0% |
| 3Y | +325.3% | -5.1% | +330.4% | +301.5% |
| 5Y | +689.9% | -3.4% | +693.3% | +612.5% |
| 10Y | +2,597.0% | +215.2% | +2,381.8% | +1,048.4% |
| All | +31,416.6% | +1,154.5% | +30,262.1% | +6,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling