+1.6%
CMCSA vs D
+16.2%
-14.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +18.6% | +10.7% | +7.9% | +16.1% |
| 3M | -1.8% | +2.3% | -4.1% | -2.7% |
| 6M | -0.7% | +12.5% | -13.2% | -3.2% |
| YTD | -7.8% | +20.1% | -27.9% | -10.5% |
| All | +1.6% | +16.2% | -14.6% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling