-12.7%
CMCSA vs DECK
-30.4%
+17.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | +7.0% | -13.6% | +20.6% | +9.8% |
| 3M | +15.1% | -21.2% | +36.3% | +19.6% |
| 6M | -15.4% | -21.1% | +5.7% | -12.1% |
| YTD | -1.9% | -17.2% | +15.3% | +0.7% |
| 1Y | -12.7% | -30.7% | +18.0% | -14.4% |
| All | -12.7% | -30.4% | +17.7% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling