+6.0%
CMCSA vs RVTY
+139.0%
-133.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -5.6% | -7.4% | +1.9% | -3.9% |
| 30D | -1.9% | +4.5% | -6.4% | -2.9% |
| 3M | +6.4% | +19.5% | -13.0% | +1.7% |
| 6M | -16.9% | +34.1% | -51.1% | -23.5% |
| YTD | -6.8% | +25.3% | -32.0% | -13.1% |
| 1Y | -15.9% | +47.0% | -62.9% | -25.1% |
| 3Y | -33.4% | +14.1% | -47.6% | -38.5% |
| 5Y | -46.7% | -34.6% | -12.1% | -43.6% |
| All | +6.0% | +139.0% | -133.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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