-28.2%
CMCSA vs OMC
+28.0%
-56.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +18.8% | +10.6% | +8.1% | +14.9% |
| 3M | -1.1% | +2.6% | -3.7% | -2.1% |
| 6M | +2.5% | +16.6% | -14.1% | -2.7% |
| YTD | -6.7% | +10.9% | -17.6% | -10.4% |
| 1Y | 0.0% | +22.1% | -22.1% | -7.8% |
| All | -28.2% | +28.0% | -56.2% | -36.0% |
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