-47.2%
CMCSA vs DKS
+13.6%
-60.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -4.9% | -3.0% | -1.9% | -4.5% |
| 30D | -1.1% | -33.4% | +32.3% | +3.2% |
| 3M | +6.6% | -39.4% | +45.9% | +12.4% |
| 6M | -15.5% | -30.1% | +14.6% | -12.9% |
| YTD | -6.7% | -31.0% | +24.3% | -3.9% |
| 1Y | -15.6% | -40.2% | +24.6% | -11.4% |
| 3Y | -33.7% | +30.9% | -64.6% | -40.2% |
| All | -47.2% | +13.6% | -60.9% | -53.5% |
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