+6.1%
CMCSA vs DG
+101.8%
-95.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -4.9% | -6.5% | +1.6% | -3.7% |
| 30D | -1.1% | +4.2% | -5.2% | -1.9% |
| 3M | +6.6% | +9.5% | -2.9% | +4.7% |
| 6M | -15.5% | -13.1% | -2.3% | -13.7% |
| YTD | -6.7% | -4.8% | -1.8% | -6.4% |
| 1Y | -15.6% | +20.6% | -36.2% | -19.3% |
| 3Y | -33.7% | +4.9% | -38.6% | -37.3% |
| 5Y | -46.6% | -37.9% | -8.8% | -43.1% |
| All | +6.1% | +101.8% | -95.7% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling