-42.0%
CMCSA vs DASH
-20.3%
-21.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +4.6% | -2.8% | +7.3% | +4.9% |
| 30D | +19.8% | -9.3% | +29.1% | +21.2% |
| 3M | -0.3% | -15.1% | +14.8% | +1.8% |
| 6M | +0.3% | +8.7% | -8.4% | -1.3% |
| YTD | -6.9% | -21.3% | +14.4% | -4.7% |
| 1Y | +2.6% | -12.7% | +15.2% | +3.2% |
| 3Y | -29.0% | +103.8% | -132.8% | -38.3% |
| 5Y | -42.0% | -16.8% | -25.2% | -50.7% |
| All | -42.0% | -20.3% | -21.7% | -50.7% |
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