+1.8%
CMCSA vs RGTI
-69.7%
+71.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +5.0% |
| 7D | +15.2% | -9.6% | +24.8% | +15.0% |
| 30D | +17.0% | -26.0% | +43.0% | +16.4% |
| 3M | +1.2% | -35.8% | +37.0% | +0.5% |
| 6M | -5.5% | -36.7% | +31.2% | -5.3% |
| YTD | -6.5% | -49.4% | +42.9% | -7.5% |
| 1Y | +1.8% | -68.1% | +69.9% | +0.3% |
| All | +1.8% | -69.7% | +71.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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