-45.0%
CMCSA vs DFNS
-99.9%
+54.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +3.8% | -73.2% | +77.1% | +3.9% |
| 3M | +12.3% | -72.4% | +84.8% | +11.9% |
| 6M | -15.4% | -95.2% | +79.8% | -15.7% |
| YTD | -2.5% | -98.0% | +95.5% | -2.9% |
| 1Y | -13.4% | -98.3% | +84.9% | -13.7% |
| 3Y | -30.4% | -99.9% | +69.5% | -31.7% |
| 5Y | -45.0% | -99.9% | +54.8% | -47.1% |
| All | -45.0% | -99.9% | +54.8% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling