-12.7%
CMCSA vs RRX
+14.9%
-27.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | +3.4% | -5.6% | -2.1% |
| 30D | +7.0% | -11.1% | +18.2% | +7.2% |
| 3M | +15.1% | -23.7% | +38.8% | +15.6% |
| 6M | -15.4% | -22.0% | +6.6% | -15.1% |
| YTD | -1.9% | +16.5% | -18.4% | -4.5% |
| 1Y | -12.7% | +11.5% | -24.2% | -15.1% |
| All | -12.7% | +14.9% | -27.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling