+438.5%
CMCSA vs DG
+606.1%
-167.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -2.1% | +8.4% | -10.5% | -3.7% |
| 30D | +7.0% | +4.9% | +2.1% | +5.9% |
| 3M | +15.1% | +29.3% | -14.2% | +9.3% |
| 6M | -15.4% | -11.3% | -4.1% | -13.8% |
| YTD | -1.9% | +1.8% | -3.7% | -2.9% |
| 1Y | -12.7% | +25.3% | -38.0% | -17.4% |
| 3Y | -31.0% | +9.1% | -40.1% | -35.4% |
| 5Y | -46.1% | -34.9% | -11.2% | -43.8% |
| 10Y | +10.8% | +108.2% | -97.3% | -13.6% |
| All | +438.5% | +606.1% | -167.6% | +194.1% |
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 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