-45.0%
CMCSA vs ROL
-2.9%
-42.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| YTD | -2.5% | -41.1% | +38.6% | +7.2% |
| 1Y | -13.4% | -37.9% | +24.6% | -5.6% |
| 3Y | -30.4% | +0.8% | -31.2% | -30.6% |
| 5Y | -45.0% | -4.7% | -40.3% | -47.0% |
| All | -45.0% | -2.9% | -42.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling