-34.8%
CMCSA vs ROIV
+295.0%
-329.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.8% | -19.4% | -1.3% |
| 7D | +0.1% | +20.2% | -20.0% | -0.6% |
| 30D | +3.8% | +14.1% | -10.3% | +3.3% |
| 3M | +12.3% | +45.6% | -33.3% | +10.5% |
| 6M | -15.4% | +44.1% | -59.5% | -16.8% |
| YTD | -2.5% | +91.2% | -93.6% | -5.4% |
| 1Y | -13.4% | +221.3% | -234.7% | -17.8% |
| 3Y | -30.4% | +229.2% | -259.6% | -34.5% |
| 5Y | -45.0% | +316.5% | -361.5% | -50.9% |
| All | -34.8% | +295.0% | -329.9% | -41.2% |
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