-48.2%
CMCSA vs DAR
-8.0%
-40.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.7% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.4% | +7.4% | -9.9% | -3.6% |
| 3M | +4.5% | +15.7% | -11.2% | +1.9% |
| 6M | -18.8% | +30.0% | -48.8% | -22.4% |
| YTD | -8.9% | +87.5% | -96.5% | -18.1% |
| 1Y | -18.3% | +113.4% | -131.7% | -28.4% |
| 3Y | -35.0% | +15.3% | -50.3% | -38.2% |
| 5Y | -48.2% | -4.3% | -43.8% | -51.4% |
| All | -48.2% | -8.0% | -40.2% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling