+1,572.3%
CMCSA vs DRI
+8,100.2%
-6,527.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +2.7% | +3.1% | -0.4% | +1.9% |
| 30D | +18.6% | +16.2% | +2.4% | +14.0% |
| 3M | -1.8% | +8.4% | -10.2% | -4.1% |
| 6M | -0.7% | +19.0% | -19.7% | -5.5% |
| YTD | -7.8% | +28.8% | -36.6% | -14.5% |
| 1Y | +0.7% | +33.1% | -32.4% | -7.5% |
| 3Y | -28.0% | +70.8% | -98.7% | -38.8% |
| 5Y | -42.1% | +74.2% | -116.3% | -51.7% |
| 10Y | +8.2% | +345.5% | -337.4% | -35.6% |
| All | +1,572.3% | +8,100.2% | -6,527.9% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling