-45.0%
CMCSA vs RVTY
-32.1%
-12.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +3.8% | +10.8% | -7.0% | +1.8% |
| 3M | +12.3% | +26.8% | -14.5% | +7.1% |
| 6M | -15.4% | +39.3% | -54.7% | -21.4% |
| YTD | -2.5% | +31.6% | -34.1% | -8.7% |
| 1Y | -13.4% | +47.7% | -61.1% | -21.2% |
| 3Y | -30.4% | +19.9% | -50.3% | -35.4% |
| 5Y | -45.0% | -32.3% | -12.7% | -44.0% |
| All | -45.0% | -32.1% | -12.9% | -44.0% |
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