-44.5%
CMCSA vs DD
+63.6%
-108.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +3.8% | -7.4% | +11.2% | +6.1% |
| 3M | +12.3% | -6.4% | +18.8% | +14.2% |
| 6M | -15.4% | -2.5% | -12.9% | -15.6% |
| YTD | -2.5% | +10.2% | -12.7% | -6.9% |
| 1Y | -13.4% | +36.9% | -50.3% | -23.4% |
| 3Y | -30.4% | +47.0% | -77.4% | -41.5% |
| All | -44.5% | +63.6% | -108.0% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling