-35.3%
CMCSA vs RIO
+95.3%
-130.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -8.3% | +1.0% | -9.2% | -8.4% |
| 30D | -2.4% | +4.0% | -6.5% | -3.0% |
| 3M | +4.5% | +4.5% | 0.0% | +3.8% |
| 6M | -18.8% | +17.3% | -36.1% | -21.1% |
| YTD | -8.9% | +36.2% | -45.1% | -14.6% |
| 1Y | -18.3% | +76.1% | -94.4% | -27.7% |
| All | -35.3% | +95.3% | -130.6% | -45.7% |
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