+2,141.5%
CMCSA vs RVTY
+2,959.8%
-818.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +21.0% | +1.7% | +19.2% | +20.0% |
| 3M | -0.9% | +36.8% | -37.7% | -9.3% |
| 6M | +2.9% | +60.1% | -57.2% | -10.0% |
| YTD | -5.9% | +64.0% | -69.9% | -19.2% |
| 1Y | +2.5% | +68.2% | -65.7% | -12.7% |
| 3Y | -28.3% | +88.8% | -117.0% | -42.1% |
| 5Y | -40.8% | -10.5% | -30.3% | -43.3% |
| 10Y | +5.4% | +219.7% | -214.3% | -30.2% |
| All | +2,141.5% | +2,959.8% | -818.2% | +469.1% |
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