+1,518.6%
CMCSA vs DAR
+1,762.6%
-244.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | +7.0% | +12.8% | -5.8% | +6.0% |
| 3M | +15.1% | +7.4% | +7.7% | +14.3% |
| 6M | -15.4% | +22.3% | -37.6% | -16.9% |
| YTD | -1.9% | +81.1% | -83.0% | -6.6% |
| 1Y | -12.7% | +106.5% | -119.2% | -17.9% |
| 3Y | -31.0% | +5.3% | -36.3% | -32.4% |
| 5Y | -46.1% | -11.5% | -34.6% | -46.9% |
| 10Y | +10.8% | +353.3% | -342.5% | -3.7% |
| All | +1,518.6% | +1,762.6% | -244.0% | +1,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling