-40.8%
CMCSA vs DLR
+39.4%
-80.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | +21.0% | +0.5% | +20.4% | +20.7% |
| 3M | -0.9% | -4.4% | +3.5% | -0.4% |
| 6M | +2.9% | -6.4% | +9.3% | +3.5% |
| YTD | -5.9% | +19.5% | -25.4% | -10.0% |
| 1Y | +2.5% | +10.5% | -8.1% | -0.5% |
| 3Y | -28.3% | +54.0% | -82.3% | -37.3% |
| 5Y | -40.8% | +39.7% | -80.5% | -51.3% |
| All | -40.8% | +39.4% | -80.2% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling