+1,607.1%
CMCSA vs DRI
+8,070.6%
-6,463.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | +21.0% | +14.7% | +6.3% | +16.6% |
| 3M | -0.9% | +5.4% | -6.4% | -2.5% |
| 6M | +2.9% | +18.8% | -15.9% | -2.1% |
| YTD | -5.9% | +28.4% | -34.3% | -12.7% |
| 1Y | +2.5% | +37.7% | -35.2% | -6.7% |
| 3Y | -28.3% | +68.0% | -96.2% | -38.8% |
| 5Y | -40.8% | +78.8% | -119.6% | -50.9% |
| 10Y | +5.4% | +334.2% | -328.8% | -36.8% |
| All | +1,607.1% | +8,070.6% | -6,463.5% | +379.2% |
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 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