-31.0%
CMCSA vs DECK
-13.4%
-17.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | +5.0% | +5.8% | -0.7% | +4.4% |
| 30D | +16.5% | +7.9% | +8.6% | +15.6% |
| 3M | -1.6% | -11.4% | +9.8% | -0.6% |
| 6M | -5.0% | -16.6% | +11.5% | -3.6% |
| YTD | -8.3% | -16.4% | +8.1% | -7.2% |
| 1Y | +0.4% | +8.6% | -8.3% | -0.2% |
| 3Y | -31.0% | -15.1% | -15.9% | -34.0% |
| All | -31.0% | -13.4% | -17.6% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling