-35.3%
CMCSA vs RKT
+37.5%
-72.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -16.6% |
| All | -35.3% | +37.5% | -72.8% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling