+1,413.0%
CMCSA vs O
+5,387.7%
-3,974.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +7.0% | -1.9% | +8.9% | +7.8% |
| 3M | +15.1% | +3.8% | +11.2% | +13.4% |
| 6M | -15.4% | -4.7% | -10.6% | -13.7% |
| YTD | -1.9% | +12.5% | -14.4% | -6.3% |
| 1Y | -12.7% | +10.8% | -23.5% | -16.2% |
| 3Y | -31.0% | +28.8% | -59.8% | -38.2% |
| 5Y | -46.1% | +13.2% | -59.3% | -49.5% |
| 10Y | +10.8% | +53.5% | -42.6% | -13.9% |
| All | +1,413.0% | +5,387.7% | -3,974.7% | +290.2% |
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 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