-15.9%
CMCSA vs RKT
-38.3%
+22.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.5% |
| 7D | -5.6% | -7.2% | +1.7% | -5.0% |
| 30D | -1.9% | -7.9% | +6.0% | -1.3% |
| 3M | +6.4% | +5.2% | +1.3% | +6.2% |
| 6M | -16.9% | -14.9% | -2.0% | -16.3% |
| YTD | -6.8% | -31.9% | +25.1% | -6.0% |
| 1Y | -15.9% | -36.9% | +21.0% | -16.9% |
| All | -15.9% | -38.3% | +22.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling