+4.7%
CMCSA vs RIG
-46.1%
+50.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.7% | +1.1% |
| 7D | +3.2% | +5.7% | -2.6% | +2.7% |
| 30D | +19.5% | -0.7% | +20.2% | +19.3% |
| 3M | -2.4% | -3.1% | +0.7% | -2.5% |
| 6M | +3.8% | -16.3% | +20.2% | +4.7% |
| YTD | -5.4% | +34.1% | -39.5% | -8.6% |
| 1Y | +1.1% | +38.2% | -37.0% | -2.7% |
| 3Y | -27.1% | -15.3% | -11.8% | -28.8% |
| 5Y | -40.3% | +62.5% | -102.7% | -46.6% |
| All | +4.7% | -46.1% | +50.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling