-11.5%
CMCSA vs ROKU
+867.7%
-879.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.6% | -5.0% | -6.5% |
| 7D | -8.3% | -3.0% | -5.2% | -8.0% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | +4.5% | +26.5% | -22.0% | +2.3% |
| 6M | -18.8% | +52.6% | -71.4% | -21.9% |
| YTD | -8.9% | +40.9% | -49.9% | -12.0% |
| 1Y | -18.3% | +57.6% | -75.9% | -22.0% |
| 3Y | -35.0% | +83.2% | -118.1% | -40.5% |
| 5Y | -48.2% | -54.8% | +6.7% | -50.3% |
| All | -11.5% | +867.7% | -879.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling