-29.4%
CMCSA vs DECK
-12.4%
-17.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +12.0% | +6.0% | +6.0% | +11.3% |
| 30D | +17.5% | +7.4% | +10.1% | +16.6% |
| 3M | +2.4% | -11.7% | +14.0% | +3.4% |
| 6M | -2.9% | -11.0% | +8.0% | -2.0% |
| YTD | -6.2% | -15.4% | +9.2% | -5.1% |
| 1Y | +0.4% | +7.2% | -6.9% | -0.2% |
| All | -29.4% | -12.4% | -17.0% | -32.6% |
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