-28.0%
CMCSA vs DASH
+105.9%
-133.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.7% | -4.8% | +7.5% | +3.2% |
| 30D | +18.6% | -7.9% | +26.5% | +19.5% |
| 3M | -1.8% | -16.3% | +14.5% | -0.1% |
| 6M | -0.7% | +10.4% | -11.1% | -1.7% |
| YTD | -7.8% | -20.1% | +12.3% | -6.0% |
| 1Y | +0.7% | -11.4% | +12.2% | +1.3% |
| 3Y | -28.0% | +114.1% | -142.0% | -38.6% |
| All | -28.0% | +105.9% | -133.8% | -38.6% |
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