+560.8%
CMCSA vs RBA
+4,118.8%
-3,558.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +4.6% | +3.2% | +1.4% | +3.8% |
| 30D | +19.8% | +12.0% | +7.8% | +16.7% |
| 3M | -0.3% | +2.9% | -3.1% | -1.1% |
| 6M | +0.3% | -6.3% | +6.6% | +1.2% |
| YTD | -6.9% | -5.9% | -1.0% | -6.6% |
| 1Y | +2.6% | -3.9% | +6.5% | +2.4% |
| 3Y | -29.0% | +64.9% | -93.9% | -38.0% |
| 5Y | -42.0% | +48.5% | -90.5% | -49.3% |
| 10Y | +6.4% | +211.8% | -205.4% | -24.7% |
| All | +560.8% | +4,118.8% | -3,558.1% | +193.7% |
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