-28.0%
CMCSA vs DAR
+21.9%
-49.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | 0.0% |
| 7D | +2.7% | -2.8% | +5.4% | +2.9% |
| 30D | +18.6% | -12.8% | +31.5% | +20.2% |
| 3M | -1.8% | -11.6% | +9.7% | -0.9% |
| 6M | -0.7% | -16.8% | +16.1% | +0.8% |
| YTD | -7.8% | +45.9% | -53.7% | -13.5% |
| 1Y | +0.7% | +61.5% | -60.7% | -7.0% |
| 3Y | -28.0% | +23.0% | -50.9% | -33.3% |
| All | -28.0% | +21.9% | -49.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling