+1,807.1%
CMCSA vs RCL
+5,893.7%
-4,086.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +4.6% | +8.5% | -4.0% | +2.6% |
| 30D | +19.8% | +20.4% | -0.6% | +14.7% |
| 3M | -0.3% | +11.0% | -11.3% | -3.0% |
| 6M | +0.3% | +24.9% | -24.5% | -5.4% |
| YTD | -6.9% | +23.9% | -30.8% | -13.5% |
| 1Y | +2.6% | +30.8% | -28.2% | -6.0% |
| 3Y | -29.0% | +270.4% | -299.4% | -50.6% |
| 5Y | -42.0% | +296.1% | -338.1% | -62.7% |
| 10Y | +6.4% | +375.0% | -368.6% | -45.2% |
| All | +1,807.1% | +5,893.7% | -4,086.7% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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