+3.2%
CMCSA vs O
+82.2%
-79.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +18.8% | +8.3% | +10.5% | +15.5% |
| 3M | -1.1% | -4.0% | +2.9% | +0.4% |
| 6M | +2.5% | -2.6% | +5.2% | +3.6% |
| YTD | -6.7% | +9.9% | -16.6% | -9.7% |
| 1Y | 0.0% | +9.8% | -9.9% | -3.2% |
| 3Y | -28.9% | +39.7% | -68.6% | -37.2% |
| 5Y | -41.1% | +9.2% | -50.3% | -43.7% |
| All | +3.2% | +82.2% | -79.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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