-15.9%
CMCSA vs DG
+20.1%
-36.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.6% |
| 7D | -5.6% | -6.3% | +0.7% | -4.4% |
| 30D | -1.9% | +2.4% | -4.3% | -2.4% |
| 3M | +6.4% | +12.4% | -6.0% | +4.6% |
| 6M | -16.9% | -14.9% | -2.0% | -16.1% |
| YTD | -6.8% | -6.1% | -0.7% | -6.9% |
| 1Y | -15.9% | +17.9% | -33.8% | -18.9% |
| All | -15.9% | +20.1% | -36.0% | -18.9% |
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