+6.1%
CMCSA vs DLTR
+45.3%
-39.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.9% | -10.1% | +5.2% | -2.9% |
| 30D | -1.1% | -8.1% | +7.1% | +0.5% |
| 3M | +6.6% | +2.9% | +3.7% | +6.0% |
| 6M | -15.5% | +4.3% | -19.8% | -16.7% |
| YTD | -6.7% | -3.9% | -2.7% | -6.9% |
| 1Y | -15.6% | +18.9% | -34.5% | -19.4% |
| 3Y | -33.7% | +1.9% | -35.6% | -36.6% |
| 5Y | -46.6% | +31.0% | -77.6% | -53.9% |
| All | +6.1% | +45.3% | -39.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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