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  • CMCSA vs DRI✓SelectedUSD · DRICMCSA vs DRI performance historyLatest closeAs of-6.61%09/09
Stock and ETF performance explorer

CMCSA vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4.6%
DRI return
+348.4%
Excess return
-343.9%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-6.6%-1.6%-5.0%-6.2%
7D-8.3%-4.8%-3.5%-7.0%
30D-2.4%-3.9%+1.5%-1.4%
3M+4.5%+5.1%-0.6%+2.9%
6M-18.8%+5.5%-24.3%-20.2%
YTD-8.9%+16.5%-25.4%-13.2%
1Y-18.3%+2.0%-20.3%-19.4%
3Y-35.0%+54.5%-89.5%-43.2%
5Y-48.2%+66.6%-114.7%-56.1%
10Y+4.6%+353.6%-349.1%-32.2%
All+4.6%+348.4%-343.9%-32.2%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling