-30.4%
CMCSA vs DG
+10.3%
-40.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | +0.1% | -2.5% | +2.6% | +0.3% |
| 30D | +3.8% | +1.0% | +2.8% | +3.7% |
| 3M | +12.3% | +20.3% | -8.0% | +10.7% |
| 6M | -15.4% | -11.7% | -3.6% | -15.1% |
| YTD | -2.5% | -2.3% | -0.2% | -2.7% |
| 1Y | -13.4% | +20.0% | -33.4% | -14.7% |
| 3Y | -30.4% | +7.2% | -37.6% | -33.6% |
| All | -30.4% | +10.3% | -40.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling