-35.3%
CMCSA vs OMC
+9.5%
-44.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -5.5% |
| 7D | -8.3% | -4.2% | -4.0% | -7.0% |
| 30D | -2.4% | -7.5% | +5.1% | 0.0% |
| 3M | +4.5% | +4.6% | -0.1% | +2.9% |
| 6M | -18.8% | -4.8% | -13.9% | -17.7% |
| YTD | -8.9% | -1.0% | -7.9% | -9.2% |
| 1Y | -18.3% | +3.8% | -22.1% | -20.5% |
| All | -35.3% | +9.5% | -44.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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