+3.2%
CMCSA vs RBA
+204.3%
-201.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +18.8% | +6.8% | +11.9% | +17.0% |
| 3M | -1.1% | +9.5% | -10.6% | -3.2% |
| 6M | +2.5% | -8.2% | +10.7% | +3.8% |
| YTD | -6.7% | -7.7% | +1.0% | -6.0% |
| 1Y | 0.0% | -6.9% | +6.9% | +0.5% |
| 3Y | -28.9% | +61.6% | -90.5% | -37.3% |
| 5Y | -41.1% | +44.7% | -85.9% | -47.9% |
| All | +3.2% | +204.3% | -201.1% | -28.5% |
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