+2.5%
CMCSA vs ROIV
+96.8%
-94.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.1% |
| 7D | +0.7% | +9.5% | -8.8% | +0.9% |
| 30D | +21.0% | +21.0% | 0.0% | +21.6% |
| 3M | -0.9% | +18.7% | -19.7% | -0.5% |
| 6M | +2.9% | +44.5% | -41.6% | +2.8% |
| YTD | -5.9% | +92.9% | -98.8% | -7.1% |
| 1Y | +2.5% | +100.2% | -97.8% | +1.1% |
| All | +2.5% | +96.8% | -94.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling