+334.4%
CMCSA vs DLR
+3,595.6%
-3,261.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | +7.0% | -3.4% | +10.4% | +8.0% |
| 3M | +15.1% | +0.5% | +14.6% | +14.1% |
| 6M | -15.4% | +4.6% | -19.9% | -17.2% |
| YTD | -1.9% | +23.4% | -25.3% | -9.0% |
| 1Y | -12.7% | +19.0% | -31.7% | -18.6% |
| 3Y | -31.0% | +56.5% | -87.5% | -42.5% |
| 5Y | -46.1% | +33.3% | -79.4% | -53.9% |
| 10Y | +10.8% | +165.1% | -154.3% | -28.2% |
| All | +334.4% | +3,595.6% | -3,261.3% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling