+316.6%
CMCSA vs DLR
+3,477.6%
-3,161.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.2% |
| 30D | +21.0% | +0.5% | +20.4% | +20.5% |
| 3M | -0.9% | -4.4% | +3.5% | -0.1% |
| 6M | +2.9% | -6.4% | +9.3% | +3.8% |
| YTD | -5.9% | +19.5% | -25.4% | -12.3% |
| 1Y | +2.5% | +10.5% | -8.1% | -2.3% |
| 3Y | -28.3% | +54.0% | -82.3% | -40.0% |
| 5Y | -40.8% | +39.7% | -80.5% | -50.3% |
| 10Y | +5.4% | +189.5% | -184.1% | -33.9% |
| All | +316.6% | +3,477.6% | -3,161.0% | +29.4% |
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 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