-30.4%
CMCSA vs DLR
+57.6%
-87.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.1% | +3.4% | -3.3% | -0.1% |
| 30D | +3.8% | -2.2% | +6.0% | +4.0% |
| 3M | +12.3% | +4.7% | +7.6% | +11.6% |
| 6M | -15.4% | +9.0% | -24.4% | -16.2% |
| YTD | -2.5% | +24.1% | -26.6% | -4.6% |
| 1Y | -13.4% | +20.9% | -34.3% | -15.2% |
| 3Y | -30.4% | +60.0% | -90.4% | -34.4% |
| All | -30.4% | +57.6% | -87.9% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling