-40.6%
CMCSA vs OSCR
-9.0%
-31.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.9% | +1.6% | -6.5% | -4.9% |
| 30D | -1.1% | +10.7% | -11.7% | -1.6% |
| 3M | +6.6% | +13.4% | -6.8% | +5.7% |
| 6M | -15.5% | +144.6% | -160.0% | -19.6% |
| YTD | -6.7% | +128.0% | -134.7% | -11.0% |
| 1Y | -15.6% | +68.7% | -84.3% | -18.6% |
| 3Y | -33.7% | +398.8% | -432.5% | -43.4% |
| 5Y | -46.6% | +87.3% | -133.9% | -54.8% |
| All | -40.6% | -9.0% | -31.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling