-46.7%
CMCSA vs RRX
+14.8%
-61.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | -5.6% | -3.7% | -1.8% | -4.9% |
| 30D | -1.9% | -9.3% | +7.4% | -0.3% |
| 3M | +6.4% | -21.8% | +28.2% | +9.8% |
| 6M | -16.9% | -22.0% | +5.1% | -15.1% |
| YTD | -6.8% | +11.9% | -18.7% | -12.6% |
| 1Y | -15.9% | +11.6% | -27.5% | -21.5% |
| 3Y | -33.4% | +2.2% | -35.6% | -38.4% |
| 5Y | -46.7% | +14.9% | -61.6% | -55.7% |
| All | -46.7% | +14.8% | -61.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling