+3.2%
CMCSA vs ROL
+213.5%
-210.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | +18.8% | +18.5% | +0.2% | +13.3% |
| 3M | -1.1% | +4.3% | -5.5% | -2.4% |
| 6M | +2.5% | -27.7% | +30.2% | +11.4% |
| YTD | -6.7% | -35.8% | +29.1% | +4.4% |
| 1Y | 0.0% | -34.1% | +34.1% | +11.0% |
| 3Y | -28.9% | +2.9% | -31.8% | -31.1% |
| 5Y | -41.1% | +12.7% | -53.9% | -45.9% |
| All | +3.2% | +213.5% | -210.3% | -33.1% |
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