+2,856.4%
AVGO vs ROP
+132.1%
+2,724.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | -0.8% | -6.1% | +5.3% | +2.7% |
| 30D | -13.7% | -3.4% | -10.4% | -12.4% |
| 3M | -6.9% | +16.7% | -23.6% | -17.3% |
| 6M | +5.8% | +8.1% | -2.3% | -2.0% |
| YTD | +5.7% | -11.7% | +17.4% | +10.7% |
| 1Y | +9.0% | -24.2% | +33.2% | +25.9% |
| 3Y | +340.5% | -19.0% | +359.5% | +380.6% |
| 5Y | +711.1% | -15.9% | +726.9% | +753.2% |
| 10Y | +2,856.4% | +135.7% | +2,720.7% | +1,686.7% |
| All | +2,856.4% | +132.1% | +2,724.3% | +1,686.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling