-43.0%
CMCSA vs RGTI
+53.9%
-96.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.6% | -3.0% | -6.5% |
| 7D | -8.3% | +2.5% | -10.8% | -8.3% |
| 30D | -2.4% | -13.7% | +11.2% | -2.2% |
| 3M | +4.5% | -22.6% | +27.1% | +4.8% |
| 6M | -18.8% | -13.4% | -5.4% | -18.9% |
| YTD | -8.9% | -31.2% | +22.3% | -8.8% |
| 1Y | -18.3% | -7.6% | -10.7% | -19.1% |
| 3Y | -35.0% | +669.7% | -704.7% | -41.6% |
| 5Y | -48.2% | +57.0% | -105.2% | -50.7% |
| All | -43.0% | +53.9% | -96.9% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling