-40.2%
CMCSA vs DKS
+26.5%
-66.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | +3.2% | +6.3% | -3.1% | +2.3% |
| 30D | +19.5% | +9.3% | +10.2% | +18.2% |
| 3M | -2.4% | -25.3% | +22.9% | +0.2% |
| 6M | +3.8% | -29.2% | +33.0% | +7.1% |
| YTD | -5.4% | -22.7% | +17.4% | -4.0% |
| 1Y | +1.1% | -30.1% | +31.2% | +4.0% |
| 3Y | -27.1% | +45.6% | -72.8% | -35.3% |
| All | -40.2% | +26.5% | -66.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling