+1,031.5%
CMCSA vs RL
+1,568.4%
-536.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -1.1% |
| 7D | +2.7% | +0.2% | +2.4% | +2.5% |
| 30D | +18.6% | +7.3% | +11.3% | +16.2% |
| 3M | -1.8% | +1.0% | -2.9% | -2.5% |
| 6M | -0.7% | +11.8% | -12.4% | -4.6% |
| YTD | -7.8% | +13.6% | -21.4% | -12.5% |
| 1Y | +0.7% | +24.0% | -23.3% | -6.9% |
| 3Y | -28.0% | +256.6% | -284.5% | -52.3% |
| 5Y | -42.1% | +240.2% | -282.3% | -62.3% |
| 10Y | +8.2% | +373.0% | -364.8% | -41.6% |
| All | +1,031.5% | +1,568.4% | -536.9% | +279.4% |
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 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