-35.3%
CMCSA vs RIG
-31.2%
-4.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.5% |
| 7D | -8.3% | -8.2% | -0.1% | -7.6% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | +4.5% | -2.7% | +7.2% | +4.6% |
| 6M | -18.8% | -7.5% | -11.3% | -18.6% |
| YTD | -8.9% | +38.3% | -47.2% | -12.8% |
| 1Y | -18.3% | +81.8% | -100.1% | -24.9% |
| All | -35.3% | -31.2% | -4.1% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling