+4.6%
CMCSA vs O
+49.9%
-45.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.1% |
| 7D | -8.3% | -2.3% | -6.0% | -7.5% |
| 30D | -2.4% | -2.4% | 0.0% | -1.5% |
| 3M | +4.5% | -0.6% | +5.1% | +4.8% |
| 6M | -18.8% | -5.0% | -13.8% | -17.2% |
| YTD | -8.9% | +10.4% | -19.3% | -12.0% |
| 1Y | -18.3% | +6.6% | -24.9% | -20.1% |
| 3Y | -35.0% | +28.4% | -63.3% | -40.9% |
| 5Y | -48.2% | +15.3% | -63.4% | -51.3% |
| 10Y | +4.6% | +55.3% | -50.8% | -9.6% |
| All | +4.6% | +49.9% | -45.3% | -9.6% |
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