+2,762.1%
CMCSA vs RIO
+4,806.4%
-2,044.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.4% |
| 30D | +19.5% | -9.1% | +28.6% | +22.2% |
| 3M | -2.4% | -13.7% | +11.3% | +0.9% |
| 6M | +3.8% | -24.3% | +28.2% | +10.4% |
| YTD | -5.4% | +8.9% | -14.3% | -8.8% |
| 1Y | +1.1% | +22.7% | -21.5% | -5.4% |
| 3Y | -27.1% | +51.2% | -78.3% | -36.1% |
| 5Y | -40.3% | +88.1% | -128.4% | -51.6% |
| 10Y | +6.0% | +352.3% | -346.3% | -33.8% |
| All | +2,762.1% | +4,806.4% | -2,044.2% | +633.7% |
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 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