+8.2%
CMCSA vs RBA
+236.6%
-228.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | +18.6% | +11.6% | +7.1% | +15.8% |
| 3M | -1.8% | +1.5% | -3.4% | -2.4% |
| 6M | -0.7% | -6.6% | +6.0% | +0.2% |
| YTD | -7.8% | -6.3% | -1.6% | -7.5% |
| 1Y | +0.7% | -4.0% | +4.7% | +0.5% |
| 3Y | -28.0% | +47.3% | -75.2% | -35.3% |
| 5Y | -42.1% | +47.7% | -89.8% | -49.0% |
| 10Y | +8.2% | +224.7% | -216.6% | -26.0% |
| All | +8.2% | +236.6% | -228.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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