+28,084.6%
AVGO vs RVTY
+917.5%
+27,167.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.6% | +5.2% | +7.0% |
| 7D | -0.9% | +6.0% | -6.9% | -3.4% |
| 30D | -11.6% | +4.3% | -15.9% | -13.2% |
| 3M | -25.2% | +40.2% | -65.4% | -37.0% |
| 6M | -25.4% | +59.3% | -84.7% | -41.8% |
| YTD | -7.2% | +66.5% | -73.7% | -30.4% |
| 1Y | -7.9% | +77.5% | -85.4% | -33.2% |
| 3Y | +262.1% | +92.5% | +169.6% | +136.2% |
| 5Y | +525.7% | -6.8% | +532.5% | +488.2% |
| 10Y | +2,300.3% | +225.4% | +2,074.9% | +926.0% |
| All | +28,084.6% | +917.5% | +27,167.1% | +6,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling