+1,438.9%
CMCSA vs DAR
+1,481.7%
-42.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.0% |
| 7D | -0.6% | +9.2% | -9.8% | -1.3% |
| 30D | +18.8% | -12.3% | +31.0% | +19.9% |
| 3M | -1.1% | -12.7% | +11.6% | -0.3% |
| 6M | +2.5% | -12.8% | +15.3% | +3.3% |
| YTD | -6.7% | +53.8% | -60.5% | -10.2% |
| 1Y | 0.0% | +60.3% | -60.3% | -4.1% |
| 3Y | -28.9% | +31.7% | -60.6% | -31.5% |
| 5Y | -41.1% | -27.7% | -13.4% | -41.2% |
| 10Y | +4.5% | +309.8% | -305.3% | -8.6% |
| All | +1,438.9% | +1,481.7% | -42.8% | +1,193.7% |
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