+1,026.0%
CMCSA vs RL
+1,476.5%
-450.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.9% |
| 7D | +5.0% | -4.2% | +9.2% | +6.2% |
| 30D | +16.5% | +4.3% | +12.2% | +15.0% |
| 3M | -1.6% | -4.6% | +3.0% | -0.6% |
| 6M | -5.0% | +1.7% | -6.8% | -6.4% |
| YTD | -8.3% | +7.3% | -15.6% | -11.6% |
| 1Y | +0.4% | +20.8% | -20.4% | -6.5% |
| 3Y | -31.0% | +247.0% | -277.9% | -54.0% |
| 5Y | -42.5% | +225.5% | -268.0% | -62.1% |
| 10Y | +12.6% | +363.0% | -350.5% | -38.8% |
| All | +1,026.0% | +1,476.5% | -450.5% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling