+4.6%
CMCSA vs DRI
+348.4%
-343.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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