+490.5%
DDOG vs CMCSA
-30.0%
+520.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -2.3% |
| 7D | +3.2% | -5.6% | +8.8% | +4.9% |
| 30D | -10.2% | -1.9% | -8.3% | -10.0% |
| 3M | -2.6% | +6.4% | -9.0% | -5.8% |
| 6M | +80.1% | -16.9% | +97.1% | +88.6% |
| YTD | +63.0% | -6.8% | +69.8% | +62.4% |
| 1Y | +59.4% | -15.9% | +75.3% | +65.0% |
| 3Y | +127.0% | -33.4% | +160.5% | +154.6% |
| 5Y | +61.7% | -46.7% | +108.4% | +92.0% |
| All | +490.5% | -30.0% | +520.5% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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