+2,222.8%
CMCSA vs RRX
+3,925.9%
-1,703.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.1% |
| 30D | +3.8% | -8.0% | +11.8% | +6.2% |
| 3M | +12.3% | -22.0% | +34.3% | +18.5% |
| 6M | -15.4% | -11.9% | -3.5% | -15.2% |
| YTD | -2.5% | +17.1% | -19.6% | -11.1% |
| 1Y | -13.4% | +14.9% | -28.3% | -21.2% |
| 3Y | -30.4% | +6.9% | -37.2% | -38.6% |
| 5Y | -45.0% | +19.6% | -64.6% | -54.4% |
| 10Y | +10.2% | +215.9% | -205.8% | -35.7% |
| All | +2,222.8% | +3,925.9% | -1,703.1% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling