-42.0%
CMCSA vs RVTY
-7.6%
-34.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | +4.6% | -2.7% | +7.2% | +4.9% |
| 30D | +19.8% | +3.2% | +16.6% | +18.8% |
| 3M | -0.3% | +37.2% | -37.5% | -6.1% |
| 6M | +0.3% | +57.7% | -57.4% | -8.4% |
| YTD | -6.9% | +64.8% | -71.8% | -16.5% |
| 1Y | +2.6% | +72.8% | -70.2% | -9.1% |
| 3Y | -29.0% | +89.8% | -118.8% | -40.2% |
| 5Y | -42.0% | -8.4% | -33.5% | -43.0% |
| All | -42.0% | -7.6% | -34.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling