-18.3%
CMCSA vs RBA
-29.1%
+10.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -1.9% | -6.4% | -8.0% |
| 30D | -2.4% | -13.0% | +10.6% | -0.1% |
| 3M | +4.5% | -23.1% | +27.6% | +9.3% |
| 6M | -18.8% | -22.6% | +3.8% | -15.3% |
| YTD | -8.9% | -20.4% | +11.5% | -6.3% |
| 1Y | -18.3% | -29.6% | +11.3% | -16.2% |
| All | -18.3% | -29.1% | +10.8% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling