-42.1%
CMCSA vs DASH
-9.9%
-32.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.3% |
| 3M | -1.6% | -15.8% | +14.2% | +0.5% |
| 6M | -5.0% | +7.0% | -12.0% | -6.3% |
| YTD | -8.3% | -20.7% | +12.4% | -6.2% |
| 1Y | +0.4% | -8.5% | +8.9% | +0.4% |
| 3Y | -31.0% | +101.8% | -132.8% | -39.8% |
| All | -42.1% | -9.9% | -32.2% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling