+2,141.5%
CMCSA vs ROL
+9,745.6%
-7,604.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +21.0% | +20.6% | +0.4% | +13.2% |
| 3M | -0.9% | +4.5% | -5.4% | -2.7% |
| 6M | +2.9% | -26.5% | +29.4% | +14.1% |
| YTD | -5.9% | -34.8% | +28.9% | +8.6% |
| 1Y | +2.5% | -33.2% | +35.6% | +17.1% |
| 3Y | -28.3% | +4.5% | -32.7% | -31.4% |
| 5Y | -40.8% | +15.5% | -56.3% | -47.0% |
| 10Y | +5.4% | +217.2% | -211.8% | -38.5% |
| All | +2,141.5% | +9,745.6% | -7,604.1% | +194.2% |
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