-45.0%
CMCSA vs DRI
+70.3%
-115.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +12.3% | +9.5% | +2.8% | +8.7% |
| 6M | -15.4% | +6.5% | -21.8% | -17.5% |
| YTD | -2.5% | +18.4% | -20.9% | -8.6% |
| 1Y | -13.4% | +4.2% | -17.6% | -15.5% |
| 3Y | -30.4% | +57.1% | -87.4% | -41.8% |
| 5Y | -45.0% | +70.4% | -115.4% | -56.2% |
| All | -45.0% | +70.3% | -115.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling