0.0%
CMCSA vs DRI
+36.6%
-36.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.8% |
| 3M | -1.1% | +0.9% | -2.0% | -1.8% |
| 6M | +2.5% | +16.3% | -13.8% | -1.7% |
| YTD | -6.7% | +27.8% | -34.5% | -15.0% |
| 1Y | 0.0% | +33.9% | -33.9% | -11.0% |
| All | 0.0% | +36.6% | -36.7% | -11.0% |
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