+59.9%
DDOG vs CMCSA
-48.8%
+108.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.6% | +13.8% | +9.0% |
| 7D | +7.7% | -8.3% | +15.9% | +10.1% |
| 30D | -13.6% | -2.4% | -11.2% | -13.5% |
| 3M | -0.9% | +4.5% | -5.4% | -3.3% |
| 6M | +75.2% | -18.8% | +94.0% | +83.7% |
| YTD | +65.7% | -8.9% | +74.6% | +65.8% |
| 1Y | +60.4% | -18.3% | +78.7% | +67.5% |
| 3Y | +130.7% | -35.0% | +165.6% | +161.1% |
| 5Y | +59.9% | -48.2% | +108.0% | +73.9% |
| All | +59.9% | -48.8% | +108.7% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling