+2,154.1%
CMCSA vs ROK
+14,694.8%
-12,540.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.2% | +7.1% | -3.9% | +0.7% |
| 30D | +19.5% | -5.0% | +24.5% | +20.7% |
| 3M | -2.4% | -9.4% | +7.0% | +0.1% |
| 6M | +3.8% | -11.0% | +14.8% | +6.4% |
| YTD | -5.4% | +4.4% | -9.8% | -9.4% |
| 1Y | +1.1% | +7.4% | -6.3% | -4.2% |
| 3Y | -27.1% | +61.0% | -88.1% | -42.5% |
| 5Y | -40.3% | +30.4% | -70.7% | -50.4% |
| 10Y | +6.0% | +264.8% | -258.8% | -42.8% |
| All | +2,154.1% | +14,694.8% | -12,540.7% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling