+2,222.8%
CMCSA vs DTE
+3,521.9%
-1,299.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +3.8% | -1.9% | +5.7% | +4.7% |
| 3M | +12.3% | -3.3% | +15.7% | +14.0% |
| 6M | -15.4% | -7.1% | -8.3% | -12.4% |
| YTD | -2.5% | +8.1% | -10.6% | -6.6% |
| 1Y | -13.4% | +5.3% | -18.6% | -16.0% |
| 3Y | -30.4% | +48.2% | -78.5% | -44.0% |
| 5Y | -45.0% | +33.2% | -78.3% | -53.9% |
| 10Y | +10.2% | +137.5% | -127.3% | -35.4% |
| All | +2,222.8% | +3,521.9% | -1,299.2% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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