+4.7%
CMCSA vs DD
+97.1%
-92.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.6% |
| 7D | +3.2% | +5.0% | -1.8% | +1.5% |
| 30D | +19.5% | +19.7% | -0.2% | +12.4% |
| 3M | -2.4% | +7.2% | -9.6% | -4.9% |
| 6M | +3.8% | +1.0% | +2.8% | +2.7% |
| YTD | -5.4% | +29.1% | -34.5% | -14.6% |
| 1Y | +1.1% | +28.5% | -27.4% | -8.7% |
| 3Y | -27.1% | +89.4% | -116.6% | -44.1% |
| 5Y | -40.3% | +67.1% | -107.4% | -53.1% |
| All | +4.7% | +97.1% | -92.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling