+1,335.6%
CMCSA vs O
+5,286.6%
-3,951.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +4.6% | +3.5% | +1.0% | +3.2% |
| 30D | +19.8% | +10.4% | +9.4% | +15.4% |
| 3M | -0.3% | -2.4% | +2.2% | +0.8% |
| 6M | +0.3% | -1.2% | +1.5% | +0.9% |
| YTD | -6.9% | +10.4% | -17.3% | -10.4% |
| 1Y | +2.6% | +11.4% | -8.8% | -1.6% |
| 3Y | -29.0% | +40.4% | -69.4% | -38.3% |
| 5Y | -42.0% | +12.1% | -54.1% | -45.4% |
| 10Y | +6.4% | +82.7% | -76.3% | -22.5% |
| All | +1,335.6% | +5,286.6% | -3,951.0% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling