+262.1%
AVGO vs RVTY
+90.0%
+172.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +7.8% |
| 7D | -0.9% | +6.0% | -6.9% | -2.2% |
| 30D | -11.6% | +4.3% | -15.9% | -12.4% |
| 3M | -25.2% | +40.2% | -65.4% | -31.5% |
| 6M | -25.4% | +59.3% | -84.7% | -34.6% |
| YTD | -7.2% | +66.5% | -73.7% | -20.6% |
| 1Y | -7.9% | +77.5% | -85.4% | -22.6% |
| 3Y | +262.1% | +92.5% | +169.6% | +199.5% |
| All | +262.1% | +90.0% | +172.1% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling