+2,095.8%
CMCSA vs ROL
+9,763.6%
-7,667.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | +2.7% | +7.5% | -4.8% | +0.1% |
| 30D | +18.6% | +21.1% | -2.5% | +10.8% |
| 3M | -1.8% | +3.1% | -5.0% | -3.1% |
| 6M | -0.7% | -27.4% | +26.8% | +10.7% |
| YTD | -7.8% | -34.7% | +26.9% | +6.3% |
| 1Y | +0.7% | -32.9% | +33.7% | +15.0% |
| 3Y | -28.0% | +6.1% | -34.1% | -31.5% |
| 5Y | -42.1% | +16.3% | -58.4% | -48.3% |
| 10Y | +8.2% | +214.9% | -206.7% | -36.8% |
| All | +2,095.8% | +9,763.6% | -7,667.7% | +188.1% |
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 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