-31.0%
CMCSA vs DASH
+94.3%
-125.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | +16.5% | -6.0% | +22.5% | +17.1% |
| 3M | -1.6% | -15.8% | +14.2% | +0.2% |
| 6M | -5.0% | +7.0% | -12.0% | -5.7% |
| YTD | -8.3% | -20.7% | +12.4% | -6.3% |
| 1Y | +0.4% | -8.5% | +8.9% | +0.5% |
| 3Y | -31.0% | +101.8% | -132.8% | -40.3% |
| All | -31.0% | +94.3% | -125.2% | -40.3% |
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