-26.6%
CMCSA vs RKT
-11.2%
-15.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.9% | -6.4% |
| 7D | -8.3% | -1.0% | -7.3% | -8.2% |
| 30D | -2.4% | -2.4% | 0.0% | -2.3% |
| 3M | +4.5% | +1.9% | +2.6% | +4.1% |
| 6M | -18.8% | -13.9% | -4.9% | -18.2% |
| YTD | -8.9% | -30.6% | +21.7% | -7.1% |
| 1Y | -18.3% | -34.4% | +16.1% | -16.5% |
| 3Y | -35.0% | +38.2% | -73.1% | -39.3% |
| 5Y | -48.2% | -9.7% | -38.5% | -52.2% |
| All | -26.6% | -11.2% | -15.4% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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