-30.4%
CMCSA vs O
+30.3%
-60.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +3.8% | -2.0% | +5.8% | +4.6% |
| 3M | +12.3% | +3.0% | +9.3% | +11.3% |
| 6M | -15.4% | -3.6% | -11.7% | -14.3% |
| YTD | -2.5% | +12.1% | -14.5% | -5.7% |
| 1Y | -13.4% | +8.9% | -22.3% | -15.6% |
| 3Y | -30.4% | +30.3% | -60.7% | -37.2% |
| All | -30.4% | +30.3% | -60.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling