-46.7%
CMCSA vs ROKU
-54.7%
+8.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -5.6% | -2.6% | -2.9% | -5.2% |
| 30D | -1.9% | +2.1% | -4.0% | -2.1% |
| 3M | +6.4% | +31.8% | -25.4% | +3.0% |
| 6M | -16.9% | +53.3% | -70.2% | -21.2% |
| YTD | -6.8% | +42.1% | -48.8% | -11.0% |
| 1Y | -15.9% | +62.3% | -78.2% | -21.1% |
| 3Y | -33.4% | +84.6% | -118.1% | -41.1% |
| 5Y | -46.7% | -53.1% | +6.4% | -51.4% |
| All | -46.7% | -54.7% | +8.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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