+6.1%
CMCSA vs RRX
+228.4%
-222.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | -1.1% | -6.1% | +5.1% | +0.4% |
| 3M | +6.6% | -23.1% | +29.6% | +12.1% |
| 6M | -15.5% | -19.5% | +4.1% | -13.3% |
| YTD | -6.7% | +16.1% | -22.7% | -14.7% |
| 1Y | -15.6% | +12.9% | -28.5% | -22.8% |
| 3Y | -33.7% | +7.9% | -41.6% | -41.6% |
| 5Y | -46.6% | +19.1% | -65.7% | -56.2% |
| All | +6.1% | +228.4% | -222.3% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling