+1,104.2%
CMCSA vs RL
+1,366.2%
-262.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | +7.0% | -7.8% | +14.8% | +9.3% |
| 3M | +15.1% | -4.0% | +19.1% | +15.9% |
| 6M | -15.4% | -1.9% | -13.5% | -15.9% |
| YTD | -1.9% | -0.2% | -1.7% | -3.3% |
| 1Y | -12.7% | +10.7% | -23.4% | -16.7% |
| 3Y | -31.0% | +210.8% | -241.8% | -52.5% |
| 5Y | -46.1% | +238.2% | -284.3% | -64.9% |
| 10Y | +10.8% | +313.4% | -302.5% | -37.8% |
| All | +1,104.2% | +1,366.2% | -262.0% | +319.3% |
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