-27.1%
CMCSA vs DASH
+97.8%
-124.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +3.2% | -4.5% | +7.7% | +3.7% |
| 30D | +19.5% | -6.8% | +26.3% | +20.4% |
| 3M | -2.4% | -20.7% | +18.3% | 0.0% |
| 6M | +3.8% | +15.1% | -11.2% | +2.5% |
| YTD | -5.4% | -24.3% | +18.9% | -2.9% |
| 1Y | +1.1% | -12.1% | +13.3% | +1.8% |
| 3Y | -27.1% | +91.1% | -118.2% | -35.5% |
| All | -27.1% | +97.8% | -124.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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