-23.8%
CMCSA vs RKT
-9.3%
-14.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | -9.0% | +12.1% | +4.0% |
| 30D | +19.5% | +30.2% | -10.7% | +16.7% |
| 3M | -2.4% | -8.8% | +6.4% | -1.8% |
| 6M | +3.8% | -0.9% | +4.8% | +3.4% |
| YTD | -5.4% | -29.2% | +23.8% | -3.8% |
| 1Y | +1.1% | -20.1% | +21.2% | +1.6% |
| 3Y | -27.1% | +81.3% | -108.5% | -33.6% |
| 5Y | -40.3% | -6.6% | -33.7% | -45.2% |
| All | -23.8% | -9.3% | -14.4% | -30.8% |
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