-48.2%
CMCSA vs ROK
+45.0%
-93.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.4% |
| 7D | -8.3% | +0.2% | -8.4% | -8.3% |
| 30D | -2.4% | -1.8% | -0.6% | -2.0% |
| 3M | +4.5% | -7.2% | +11.7% | +5.9% |
| 6M | -18.8% | +14.2% | -32.9% | -22.5% |
| YTD | -8.9% | +10.6% | -19.5% | -12.7% |
| 1Y | -18.3% | +25.9% | -44.2% | -24.9% |
| 3Y | -35.0% | +50.8% | -85.7% | -45.1% |
| 5Y | -48.2% | +47.0% | -95.2% | -58.9% |
| All | -48.2% | +45.0% | -93.2% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling