-37.6%
CMCSA vs ROIV
+280.9%
-318.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.7% |
| 7D | -0.6% | +9.2% | -9.8% | -0.9% |
| 30D | +18.8% | +19.9% | -1.1% | +18.0% |
| 3M | -1.1% | +10.6% | -11.7% | -1.6% |
| 6M | +2.5% | +36.1% | -33.5% | +1.0% |
| YTD | -6.7% | +84.3% | -91.0% | -9.4% |
| 1Y | 0.0% | +87.6% | -87.6% | -3.0% |
| 3Y | -28.9% | +353.9% | -382.8% | -33.7% |
| 5Y | -41.1% | +376.1% | -417.2% | -48.0% |
| All | -37.6% | +280.9% | -318.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling