-22.1%
CMCSA vs DT
+75.7%
-97.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.2% | +3.1% | 0.0% | +2.7% |
| 30D | +19.5% | -29.5% | +49.1% | +25.0% |
| 3M | -2.4% | -11.7% | +9.3% | -1.4% |
| 6M | +3.8% | +29.0% | -25.1% | -1.2% |
| YTD | -5.4% | +3.4% | -8.7% | -7.6% |
| 1Y | +1.1% | -4.2% | +5.4% | -0.1% |
| 3Y | -27.1% | -12.8% | -14.3% | -27.8% |
| 5Y | -40.3% | -39.6% | -0.7% | -39.8% |
| All | -22.1% | +75.7% | -97.8% | -36.4% |
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