+3.2%
CMCSA vs DRI
+330.2%
-326.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +18.8% | +10.8% | +7.9% | +15.6% |
| 3M | -1.1% | +0.9% | -2.0% | -1.5% |
| 6M | +2.5% | +16.3% | -13.8% | -1.9% |
| YTD | -6.7% | +27.8% | -34.5% | -13.3% |
| 1Y | 0.0% | +33.9% | -33.9% | -8.2% |
| 3Y | -28.9% | +67.2% | -96.1% | -39.2% |
| 5Y | -41.1% | +79.0% | -120.1% | -51.1% |
| All | +3.2% | +330.2% | -326.9% | -27.8% |
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