+2,660.6%
AVGO vs RSP
+212.4%
+2,448.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -5.0% |
| 7D | +18.2% | +2.4% | +15.8% | +15.0% |
| 30D | +0.2% | +4.3% | -4.1% | -4.5% |
| 3M | -16.8% | -0.3% | -16.5% | -16.5% |
| 6M | -16.5% | +9.8% | -26.3% | -25.4% |
| YTD | +0.8% | +16.8% | -16.0% | -16.3% |
| 1Y | +2.8% | +19.5% | -16.7% | -16.9% |
| 3Y | +278.5% | +65.1% | +213.4% | +113.7% |
| 5Y | +573.1% | +48.7% | +524.4% | +333.7% |
| All | +2,660.6% | +212.4% | +2,448.2% | +632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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