-15.9%
CMCSA vs RIO
+67.4%
-83.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +2.5% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -1.9% | +0.6% | -2.4% | -1.9% |
| 3M | +6.4% | +2.5% | +3.9% | +6.6% |
| 6M | -16.9% | +10.8% | -27.7% | -17.3% |
| YTD | -6.8% | +30.5% | -37.3% | -10.1% |
| 1Y | -15.9% | +68.1% | -84.0% | -22.9% |
| All | -15.9% | +67.4% | -83.3% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling