+10.2%
CMCSA vs RL
+304.3%
-294.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +3.8% | -12.2% | +16.0% | +6.9% |
| 3M | +12.3% | -6.6% | +19.0% | +13.7% |
| 6M | -15.4% | +3.2% | -18.5% | -16.9% |
| YTD | -2.5% | -1.3% | -1.2% | -3.4% |
| 1Y | -13.4% | +13.6% | -27.0% | -17.4% |
| 3Y | -30.4% | +210.9% | -241.2% | -50.5% |
| 5Y | -45.0% | +246.9% | -291.9% | -63.2% |
| 10Y | +10.2% | +310.1% | -299.9% | -33.4% |
| All | +10.2% | +304.3% | -294.1% | -33.4% |
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