-28.2%
CMCSA vs RIO
+52.3%
-80.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +18.8% | -10.5% | +29.3% | +20.1% |
| 3M | -1.1% | -15.9% | +14.8% | +0.6% |
| 6M | +2.5% | -22.3% | +24.8% | +5.6% |
| YTD | -6.7% | +9.3% | -16.0% | -10.0% |
| 1Y | 0.0% | +23.0% | -23.1% | -5.8% |
| All | -28.2% | +52.3% | -80.5% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling