+596.4%
CMCSA vs RBA
+3,565.6%
-2,969.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | +7.0% | -12.3% | +19.3% | +10.1% |
| 3M | +15.1% | -20.5% | +35.6% | +20.6% |
| 6M | -15.4% | -18.5% | +3.2% | -11.9% |
| YTD | -1.9% | -18.2% | +16.3% | +1.7% |
| 1Y | -12.7% | -27.5% | +14.8% | -7.1% |
| 3Y | -31.0% | +38.1% | -69.1% | -37.4% |
| 5Y | -46.1% | +44.8% | -90.9% | -52.6% |
| 10Y | +10.8% | +187.1% | -176.3% | -20.1% |
| All | +596.4% | +3,565.6% | -2,969.2% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling