-23.6%
CMCSA vs DFNS
-100.0%
+76.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.7% | -11.6% | +1.1% |
| 7D | +0.7% | -13.0% | +13.7% | +0.7% |
| 30D | +21.0% | -56.9% | +77.9% | +21.1% |
| 3M | -0.9% | -93.2% | +92.3% | -0.7% |
| 6M | +2.9% | -95.4% | +98.3% | +2.7% |
| YTD | -5.9% | -99.5% | +93.6% | -6.2% |
| 1Y | +2.5% | -99.6% | +102.1% | +2.1% |
| 3Y | -28.3% | -100.0% | +71.7% | -29.6% |
| 5Y | -40.8% | -100.0% | +59.2% | -41.8% |
| All | -23.6% | -100.0% | +76.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling