+10.2%
CMCSA vs DAL
+128.9%
-118.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.7% |
| 30D | +3.8% | -13.6% | +17.4% | +7.4% |
| 3M | +12.3% | +1.2% | +11.1% | +11.7% |
| 6M | -15.4% | +34.5% | -49.9% | -21.8% |
| YTD | -2.5% | +14.7% | -17.2% | -6.8% |
| 1Y | -13.4% | +29.2% | -42.6% | -20.0% |
| 3Y | -30.4% | +100.0% | -130.3% | -44.6% |
| 5Y | -45.0% | +106.3% | -151.3% | -58.0% |
| 10Y | +10.2% | +126.4% | -116.2% | -20.8% |
| All | +10.2% | +128.9% | -118.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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