+8.2%
CMCSA vs RL
+397.7%
-389.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.9% |
| 7D | +2.7% | +0.2% | +2.4% | +2.5% |
| 30D | +18.6% | +7.3% | +11.3% | +16.5% |
| 3M | -1.8% | +1.0% | -2.9% | -2.4% |
| 6M | -0.7% | +11.8% | -12.4% | -4.0% |
| YTD | -7.8% | +13.6% | -21.4% | -11.8% |
| 1Y | +0.7% | +24.0% | -23.3% | -5.9% |
| 3Y | -28.0% | +256.6% | -284.5% | -50.4% |
| 5Y | -42.1% | +240.2% | -282.3% | -60.7% |
| 10Y | +8.2% | +373.0% | -364.8% | -36.1% |
| All | +8.2% | +397.7% | -389.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling