-45.0%
CMCSA vs RKT
-8.7%
-36.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.1% | +6.0% | -5.9% | -0.7% |
| 30D | +3.8% | +0.7% | +3.2% | +3.6% |
| 3M | +12.3% | +11.8% | +0.5% | +10.1% |
| 6M | -15.4% | -7.6% | -7.8% | -15.4% |
| YTD | -2.5% | -28.7% | +26.2% | +0.3% |
| 1Y | -13.4% | -32.6% | +19.2% | -10.5% |
| 3Y | -30.4% | +42.1% | -72.5% | -40.5% |
| 5Y | -45.0% | -7.2% | -37.9% | -52.6% |
| All | -45.0% | -8.7% | -36.4% | -52.6% |
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