+6.0%
CMCSA vs RIO
+604.6%
-598.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +3.4% |
| 7D | -5.6% | -3.4% | -2.2% | -4.8% |
| 30D | -1.9% | +0.6% | -2.4% | -2.2% |
| 3M | +6.4% | +2.5% | +3.9% | +5.4% |
| 6M | -16.9% | +10.8% | -27.7% | -19.8% |
| YTD | -6.8% | +30.5% | -37.3% | -14.2% |
| 1Y | -15.9% | +68.1% | -84.0% | -27.9% |
| 3Y | -33.4% | +94.0% | -127.5% | -45.9% |
| 5Y | -46.7% | +92.0% | -138.7% | -57.8% |
| All | +6.0% | +604.6% | -598.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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