+244.8%
ORCL vs CMCSA
+11.0%
+233.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.4% |
| 7D | -11.2% | +5.0% | -16.2% | -12.5% |
| 30D | -18.8% | +16.5% | -35.3% | -22.7% |
| 3M | -18.8% | -1.6% | -17.2% | -19.0% |
| 6M | -39.7% | -5.0% | -34.7% | -39.5% |
| YTD | -39.6% | -8.3% | -31.4% | -39.5% |
| 1Y | -51.7% | +0.4% | -52.1% | -53.3% |
| 3Y | +10.2% | -31.0% | +41.2% | +19.0% |
| 5Y | +30.8% | -42.5% | +73.4% | +49.5% |
| All | +244.8% | +11.0% | +233.8% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling