+2,236.9%
CMCSA vs ROL
+9,030.3%
-6,793.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | +7.0% | -4.1% | +11.1% | +8.6% |
| 3M | +15.1% | -22.5% | +37.6% | +25.7% |
| 6M | -15.4% | -37.7% | +22.3% | -0.2% |
| YTD | -1.9% | -39.6% | +37.7% | +16.5% |
| 1Y | -12.7% | -36.0% | +23.3% | +1.2% |
| 3Y | -31.0% | -5.1% | -25.9% | -31.9% |
| 5Y | -46.1% | -3.4% | -42.7% | -48.6% |
| 10Y | +10.8% | +215.2% | -204.4% | -35.4% |
| All | +2,236.9% | +9,030.3% | -6,793.4% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling