-35.6%
CMCSA vs RDW
-0.7%
-34.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -4.9% | +0.9% | -5.7% | -4.9% |
| 30D | -1.1% | -21.3% | +20.2% | -0.2% |
| 3M | +6.6% | -37.9% | +44.4% | +8.2% |
| 6M | -15.5% | +12.3% | -27.7% | -17.3% |
| YTD | -6.7% | +39.7% | -46.4% | -10.7% |
| 1Y | -15.6% | +25.7% | -41.3% | -19.4% |
| 3Y | -33.7% | +230.8% | -264.5% | -43.6% |
| 5Y | -46.6% | -8.8% | -37.9% | -54.5% |
| All | -35.6% | -0.7% | -34.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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