-21.0%
CMCSA vs RKT
-7.0%
-13.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.1% | +2.1% | -4.2% | -2.3% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | +15.1% | +6.3% | +8.8% | +14.2% |
| 6M | -15.4% | -15.5% | +0.1% | -14.7% |
| YTD | -1.9% | -27.4% | +25.5% | -0.3% |
| 1Y | -12.7% | -26.6% | +13.9% | -11.6% |
| 3Y | -31.0% | +41.2% | -72.2% | -35.7% |
| 5Y | -46.1% | -6.4% | -39.7% | -50.6% |
| All | -21.0% | -7.0% | -13.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling