-23.2%
CMCSA vs DT
+76.1%
-99.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.0% |
| 30D | +18.8% | -30.4% | +49.1% | +24.4% |
| 3M | -1.1% | -9.4% | +8.3% | -0.5% |
| 6M | +2.5% | +14.5% | -12.0% | -0.8% |
| YTD | -6.7% | +3.6% | -10.3% | -8.9% |
| 1Y | 0.0% | -3.4% | +3.4% | -1.3% |
| 3Y | -28.9% | -11.1% | -17.8% | -29.8% |
| 5Y | -41.1% | -39.5% | -1.7% | -40.6% |
| All | -23.2% | +76.1% | -99.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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