+1.8%
CMCSA vs DRI
+34.0%
-32.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +3.6% |
| 7D | +15.2% | +6.5% | +8.7% | +13.3% |
| 30D | +17.0% | +16.4% | +0.6% | +12.7% |
| 3M | +1.2% | +13.6% | -12.4% | -2.2% |
| 6M | -5.5% | +22.0% | -27.5% | -10.5% |
| YTD | -6.5% | +29.3% | -35.8% | -15.2% |
| 1Y | +1.8% | +32.0% | -30.2% | -8.7% |
| All | +1.8% | +34.0% | -32.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling