+29,187.3%
AVGO vs ROP
+1,012.6%
+28,174.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | 0.0% | +0.2% | -0.2% | -0.4% |
| 30D | -8.2% | +30.3% | -38.5% | -23.1% |
| 3M | -21.3% | +17.8% | -39.0% | -30.4% |
| 6M | -22.5% | +38.9% | -61.4% | -40.0% |
| YTD | -3.6% | +7.6% | -11.2% | -12.5% |
| 1Y | -6.7% | +6.5% | -13.2% | -14.9% |
| 3Y | +258.1% | -6.3% | +264.4% | +251.4% |
| 5Y | +560.9% | +0.9% | +559.9% | +510.5% |
| 10Y | +2,475.6% | +180.7% | +2,294.9% | +1,007.2% |
| All | +29,187.3% | +1,012.6% | +28,174.7% | +4,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling