-19.2%
CMCSA vs DT
+103.5%
-122.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | +7.0% | +2.0% | +5.0% | +6.6% |
| 3M | +15.1% | +20.0% | -4.9% | +11.6% |
| 6M | -15.4% | +39.3% | -54.6% | -20.2% |
| YTD | -1.9% | +19.8% | -21.6% | -5.6% |
| 1Y | -12.7% | +4.3% | -17.0% | -14.2% |
| 3Y | -31.0% | +7.7% | -38.7% | -33.4% |
| 5Y | -46.1% | -26.8% | -19.3% | -46.9% |
| All | -19.2% | +103.5% | -122.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling