-12.7%
CMCSA vs ROP
-21.5%
+8.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.4% |
| 7D | -2.1% | -4.4% | +2.3% | -0.9% |
| 30D | +7.0% | +3.2% | +3.8% | +6.0% |
| 3M | +15.1% | +23.1% | -8.0% | +9.2% |
| 6M | -15.4% | +13.3% | -28.7% | -17.7% |
| YTD | -1.9% | -7.9% | +6.0% | +1.1% |
| 1Y | -12.7% | -22.1% | +9.3% | -7.2% |
| All | -12.7% | -21.5% | +8.7% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling