-29.9%
CMCSA vs ROP
-16.1%
-13.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.5% |
| 7D | -2.1% | -4.4% | +2.3% | -0.7% |
| 30D | +7.0% | +3.2% | +3.8% | +5.9% |
| 3M | +15.1% | +23.1% | -8.0% | +7.7% |
| 6M | -15.4% | +13.3% | -28.7% | -18.6% |
| YTD | -1.9% | -7.9% | +6.0% | +0.9% |
| 1Y | -12.7% | -22.1% | +9.3% | -4.8% |
| All | -29.9% | -16.1% | -13.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling