-34.4%
CMCSA vs ROIV
+232.7%
-267.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +7.0% | +1.0% | +6.1% | +7.0% |
| 3M | +15.1% | +18.3% | -3.2% | +14.2% |
| 6M | -15.4% | +18.3% | -33.7% | -16.1% |
| YTD | -1.9% | +61.0% | -62.9% | -4.2% |
| 1Y | -12.7% | +177.9% | -190.6% | -16.8% |
| 3Y | -31.0% | +199.1% | -230.1% | -34.8% |
| 5Y | -46.1% | +250.7% | -296.8% | -51.6% |
| All | -34.4% | +232.7% | -267.1% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling