+247.2%
ORCL vs CMCSA
+7.0%
+240.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -6.5% | +4.6% | -11.1% | -7.7% |
| 30D | -16.6% | +19.8% | -36.4% | -21.2% |
| 3M | -21.6% | -0.3% | -21.3% | -22.1% |
| 6M | -39.4% | +0.3% | -39.7% | -40.1% |
| YTD | -38.7% | -6.9% | -31.7% | -38.7% |
| 1Y | -50.4% | +2.6% | -52.9% | -52.3% |
| 3Y | +8.1% | -29.0% | +37.1% | +15.6% |
| 5Y | +34.5% | -42.0% | +76.5% | +53.5% |
| All | +247.2% | +7.0% | +240.1% | +199.4% |
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