-37.1%
CMCSA vs DASH
-1.1%
-35.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.8% | +1.5% |
| 7D | +12.0% | +0.5% | +11.5% | +11.9% |
| 30D | +17.5% | -7.1% | +24.6% | +18.4% |
| 3M | +2.4% | -13.2% | +15.6% | +3.9% |
| 6M | -2.9% | +8.3% | -11.2% | -4.2% |
| YTD | -6.2% | -20.6% | +14.4% | -4.5% |
| 1Y | +0.4% | -24.4% | +24.8% | +2.4% |
| 3Y | -30.6% | +94.5% | -125.1% | -37.3% |
| 5Y | -41.2% | -9.4% | -31.8% | -48.1% |
| All | -37.1% | -1.1% | -35.9% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling