+2,236.9%
CMCSA vs RVTY
+2,416.7%
-179.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | +7.0% | +13.2% | -6.2% | +3.6% |
| 3M | +15.1% | +27.2% | -12.2% | +7.7% |
| 6M | -15.4% | +32.4% | -47.8% | -22.3% |
| YTD | -1.9% | +34.9% | -36.8% | -10.7% |
| 1Y | -12.7% | +52.4% | -65.1% | -23.3% |
| 3Y | -31.0% | +12.3% | -43.3% | -36.2% |
| 5Y | -46.1% | -30.8% | -15.3% | -44.5% |
| 10Y | +10.8% | +150.7% | -139.8% | -21.3% |
| All | +2,236.9% | +2,416.7% | -179.8% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling