+286.5%
CMCSA vs URA
-31.1%
+317.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | +7.0% | +7.4% | -0.4% | +5.5% |
| 3M | +15.1% | -8.4% | +23.5% | +16.1% |
| 6M | -15.4% | -12.7% | -2.6% | -14.3% |
| YTD | -1.9% | +7.8% | -9.7% | -5.5% |
| 1Y | -12.7% | +19.5% | -32.2% | -18.8% |
| 3Y | -31.0% | +116.4% | -147.4% | -45.6% |
| 5Y | -46.1% | +134.3% | -180.4% | -60.1% |
| 10Y | +10.8% | +359.3% | -348.4% | -35.5% |
| All | +286.5% | -31.1% | +317.6% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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