+2,154.1%
CMCSA vs DD
+1,141.0%
+1,013.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +3.2% | +5.0% | -1.8% | +1.3% |
| 30D | +19.5% | +19.7% | -0.2% | +11.8% |
| 3M | -2.4% | +7.2% | -9.6% | -5.2% |
| 6M | +3.8% | +1.0% | +2.8% | +2.6% |
| YTD | -5.4% | +29.1% | -34.5% | -15.1% |
| 1Y | +1.1% | +28.5% | -27.4% | -9.2% |
| 3Y | -27.1% | +89.4% | -116.6% | -44.7% |
| 5Y | -40.3% | +67.1% | -107.4% | -53.4% |
| 10Y | +6.0% | +97.5% | -91.5% | -27.5% |
| All | +2,154.1% | +1,141.0% | +1,013.1% | +537.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling