-29.9%
CMCSA vs DFNS
-99.9%
+69.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.1% | -16.0% | +13.9% | -2.1% |
| 30D | +7.0% | -77.7% | +84.7% | +7.2% |
| 3M | +15.1% | -77.2% | +92.3% | +14.7% |
| 6M | -15.4% | -95.2% | +79.8% | -15.7% |
| YTD | -1.9% | -98.0% | +96.1% | -2.3% |
| 1Y | -12.7% | -98.3% | +85.6% | -13.1% |
| All | -29.9% | -99.9% | +69.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling