+419.4%
CMCSA vs DG
+614.5%
-195.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 3M | -2.4% | +10.4% | -12.8% | -4.5% |
| 6M | +3.8% | +33.2% | -29.3% | -2.1% |
| YTD | -5.4% | +3.0% | -8.3% | -6.6% |
| 1Y | +1.1% | +31.2% | -30.1% | -5.2% |
| 3Y | -27.1% | +21.8% | -49.0% | -33.4% |
| 5Y | -40.3% | -35.0% | -5.3% | -37.8% |
| 10Y | +6.0% | +106.0% | -100.0% | -17.2% |
| All | +419.4% | +614.5% | -195.2% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling