-40.8%
CMCSA vs RKT
-1.5%
-39.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -3.8% | +4.5% | +1.2% |
| 30D | +21.0% | +32.8% | -11.9% | +16.3% |
| 3M | -0.9% | +0.8% | -1.8% | -1.4% |
| 6M | +2.9% | -2.6% | +5.5% | +2.3% |
| YTD | -5.9% | -25.4% | +19.5% | -4.1% |
| 1Y | +2.5% | -19.1% | +21.6% | +3.0% |
| 3Y | -28.3% | +83.2% | -111.4% | -41.8% |
| 5Y | -40.8% | +0.8% | -41.6% | -50.9% |
| All | -40.8% | -1.5% | -39.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling