+4.7%
CMCSA vs DLR
+188.2%
-183.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +1.9% |
| 7D | +3.2% | +3.3% | -0.2% | +2.4% |
| 30D | +19.5% | +4.6% | +14.9% | +18.2% |
| 3M | -2.4% | -8.3% | +5.9% | -0.8% |
| 6M | +3.8% | -5.6% | +9.5% | +4.4% |
| YTD | -5.4% | +18.7% | -24.1% | -10.2% |
| 1Y | +1.1% | +17.1% | -16.0% | -3.9% |
| 3Y | -27.1% | +54.4% | -81.5% | -37.2% |
| 5Y | -40.3% | +36.5% | -76.8% | -48.0% |
| All | +4.7% | +188.2% | -183.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling