+2,867.3%
CMCSA vs RIO
+6,008.3%
-3,141.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.0% | +4.0% | +3.1% | +5.9% |
| 3M | +15.1% | +0.1% | +15.0% | +14.6% |
| 6M | -15.4% | +12.7% | -28.1% | -18.5% |
| YTD | -1.9% | +35.6% | -37.5% | -10.1% |
| 1Y | -12.7% | +73.7% | -86.4% | -25.0% |
| 3Y | -31.0% | +93.3% | -124.3% | -43.0% |
| 5Y | -46.1% | +92.4% | -138.5% | -56.5% |
| 10Y | +10.8% | +606.9% | -596.1% | -38.0% |
| All | +2,867.3% | +6,008.3% | -3,141.0% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling