-33.8%
CMCSA vs ROK
+48.6%
-82.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -5.6% | -1.6% | -3.9% | -5.3% |
| 30D | -1.9% | -5.4% | +3.6% | -1.0% |
| 3M | +6.4% | -4.0% | +10.4% | +6.7% |
| 6M | -16.9% | +13.3% | -30.3% | -19.7% |
| YTD | -6.8% | +9.3% | -16.1% | -9.6% |
| 1Y | -15.9% | +25.8% | -41.7% | -21.2% |
| All | -33.8% | +48.6% | -82.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling