+115.3%
DDOG vs CMCSA
-30.3%
+145.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -10.1% | +3.8% | -14.0% | -10.6% |
| 3M | -9.3% | +12.3% | -21.6% | -10.7% |
| 6M | +67.2% | -15.4% | +82.6% | +69.7% |
| YTD | +54.6% | -2.5% | +57.1% | +53.0% |
| 1Y | +54.1% | -13.4% | +67.4% | +57.8% |
| 3Y | +115.3% | -30.4% | +145.6% | +138.1% |
| All | +115.3% | -30.3% | +145.5% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling