+31,416.6%
AVGO vs ROP
+852.7%
+30,563.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +2.5% |
| 7D | -3.0% | -4.4% | +1.5% | -0.2% |
| 30D | -14.4% | +3.2% | -17.7% | -16.4% |
| 3M | -14.4% | +23.1% | -37.5% | -27.1% |
| 6M | +13.1% | +13.3% | -0.2% | +1.0% |
| YTD | +3.8% | -7.9% | +11.6% | +5.5% |
| 1Y | +17.8% | -22.1% | +39.8% | +33.4% |
| 3Y | +325.3% | -16.8% | +342.1% | +356.0% |
| 5Y | +689.9% | -13.5% | +703.5% | +716.8% |
| 10Y | +2,597.0% | +137.7% | +2,459.3% | +1,207.5% |
| All | +31,416.6% | +852.7% | +30,563.9% | +5,663.0% |
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