+1.8%
CMCSA vs DG
+45.3%
-43.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.5% | -3.5% | +3.0% |
| 7D | +15.2% | +12.3% | +2.9% | +12.3% |
| 30D | +17.0% | +19.3% | -2.3% | +12.8% |
| 3M | +1.2% | +11.9% | -10.6% | -1.3% |
| 6M | -5.5% | +25.0% | -30.5% | -9.6% |
| YTD | -6.5% | +8.7% | -15.3% | -9.3% |
| 1Y | +1.8% | +44.7% | -42.9% | -5.7% |
| All | +1.8% | +45.3% | -43.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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