+1,731.3%
CMCSA vs RIG
-41.1%
+1,772.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | +3.8% | +9.5% | -5.7% | +2.6% |
| 3M | +12.3% | -6.6% | +19.0% | +12.8% |
| 6M | -15.4% | -2.9% | -12.5% | -15.8% |
| YTD | -2.5% | +39.5% | -42.0% | -7.4% |
| 1Y | -13.4% | +82.3% | -95.6% | -20.9% |
| 3Y | -30.4% | -29.6% | -0.8% | -30.9% |
| 5Y | -45.0% | +63.2% | -108.2% | -53.7% |
| 10Y | +10.2% | -45.0% | +55.2% | -14.7% |
| All | +1,731.3% | -41.1% | +1,772.4% | +1,210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling