+33,471.1%
ORCL vs CMCSA
+2,324.1%
+31,147.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | -2.1% | +7.4% | +6.1% |
| 30D | +10.0% | +7.0% | +2.9% | +7.2% |
| 3M | -32.6% | +15.1% | -47.7% | -36.3% |
| 6M | +4.9% | -15.4% | +20.3% | +9.6% |
| YTD | -17.8% | -1.9% | -15.9% | -18.8% |
| 1Y | -28.0% | -12.7% | -15.3% | -26.3% |
| 3Y | +36.0% | -31.0% | +67.0% | +47.8% |
| 5Y | +88.7% | -46.1% | +134.8% | +120.3% |
| 10Y | +346.9% | +10.8% | +336.1% | +289.3% |
| All | +33,471.1% | +2,324.1% | +31,147.1% | +10,115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling