+4.6%
CMCSA vs ROL
+205.3%
-200.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.3% |
| 7D | -8.3% | -3.3% | -5.0% | -7.5% |
| 30D | -2.4% | -7.2% | +4.8% | -0.4% |
| 3M | +4.5% | -27.0% | +31.5% | +13.5% |
| 6M | -18.8% | -39.5% | +20.7% | -7.4% |
| YTD | -8.9% | -41.8% | +32.9% | +4.6% |
| 1Y | -18.3% | -38.9% | +20.6% | -7.6% |
| 3Y | -35.0% | -0.4% | -34.6% | -36.4% |
| 5Y | -48.2% | -4.2% | -43.9% | -50.0% |
| 10Y | +4.6% | +208.2% | -203.6% | -23.1% |
| All | +4.6% | +205.3% | -200.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling