+213.6%
CMCSA vs DAL
+329.9%
-116.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | -13.9% | +21.0% | +10.5% |
| 3M | +15.1% | +1.1% | +14.0% | +14.5% |
| 6M | -15.4% | +26.2% | -41.6% | -20.3% |
| YTD | -1.9% | +16.4% | -18.3% | -6.3% |
| 1Y | -12.7% | +33.9% | -46.6% | -19.5% |
| 3Y | -31.0% | +93.4% | -124.4% | -43.2% |
| 5Y | -46.1% | +106.4% | -152.4% | -57.4% |
| 10Y | +10.8% | +143.0% | -132.1% | -21.1% |
| All | +213.6% | +329.9% | -116.3% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling