-30.4%
CMCSA vs ROL
+1.0%
-31.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.1% |
| 7D | +0.1% | -3.4% | +3.5% | +0.8% |
| 30D | +3.8% | -6.9% | +10.8% | +5.3% |
| 3M | +12.3% | -24.6% | +36.9% | +18.5% |
| 6M | -15.4% | -39.5% | +24.1% | -7.5% |
| YTD | -2.5% | -41.1% | +38.6% | +6.9% |
| 1Y | -13.4% | -37.9% | +24.6% | -5.6% |
| 3Y | -30.4% | +0.8% | -31.2% | -26.4% |
| All | -30.4% | +1.0% | -31.4% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling