-27.1%
CMCSA vs DG
+21.7%
-48.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +19.5% | +3.2% | +16.3% | +19.1% |
| 3M | -2.4% | +10.4% | -12.8% | -3.4% |
| 6M | +3.8% | +33.2% | -29.3% | +1.3% |
| YTD | -5.4% | +3.0% | -8.3% | -6.2% |
| 1Y | +1.1% | +31.2% | -30.1% | -1.3% |
| 3Y | -27.1% | +21.8% | -49.0% | -30.6% |
| All | -27.1% | +21.7% | -48.8% | -30.6% |
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