+29,187.3%
AVGO vs ROL
+1,251.0%
+27,936.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | 0.0% | +3.4% | -3.4% | -1.5% |
| 30D | -8.2% | +20.8% | -28.9% | -15.7% |
| 3M | -21.3% | +3.7% | -25.0% | -23.2% |
| 6M | -22.5% | -27.7% | +5.1% | -12.5% |
| YTD | -3.6% | -34.9% | +31.4% | +13.6% |
| 1Y | -6.7% | -33.3% | +26.6% | +8.5% |
| 3Y | +258.1% | +4.3% | +253.8% | +223.1% |
| 5Y | +560.9% | +15.0% | +545.9% | +445.4% |
| 10Y | +2,475.6% | +214.7% | +2,260.9% | +1,005.8% |
| All | +29,187.3% | +1,251.0% | +27,936.3% | +5,534.3% |
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