-18.3%
CMCSA vs DFNS
-98.3%
+80.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.0% | -6.6% |
| 7D | -8.3% | +4.6% | -12.9% | -8.3% |
| 30D | -2.4% | -73.9% | +71.5% | -1.2% |
| 3M | +4.5% | -71.7% | +76.2% | -0.6% |
| 6M | -18.8% | -94.6% | +75.8% | -22.5% |
| YTD | -8.9% | -98.1% | +89.1% | -13.2% |
| 1Y | -18.3% | -98.3% | +80.0% | -22.0% |
| All | -18.3% | -98.3% | +80.0% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling