+2,222.8%
CMCSA vs ROK
+15,675.2%
-13,452.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | +3.8% | -2.4% | +6.2% | +4.6% |
| 3M | +12.3% | -4.7% | +17.0% | +13.4% |
| 6M | -15.4% | +16.8% | -32.1% | -21.0% |
| YTD | -2.5% | +11.4% | -13.9% | -7.9% |
| 1Y | -13.4% | +26.2% | -39.5% | -22.0% |
| 3Y | -30.4% | +51.9% | -82.2% | -43.4% |
| 5Y | -45.0% | +46.4% | -91.4% | -55.9% |
| 10Y | +10.2% | +343.5% | -333.4% | -44.2% |
| All | +2,222.8% | +15,675.2% | -13,452.4% | +133.6% |
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