-3.6%
DDOG vs CMCSA
-40.2%
+36.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | +2.9% | +3.2% | -0.3% | +2.2% |
| 30D | -31.6% | +19.5% | -51.1% | -34.8% |
| 3M | -27.0% | -2.4% | -24.6% | -26.9% |
| 6M | -10.3% | +3.8% | -14.1% | -12.3% |
| YTD | +35.4% | -5.4% | +40.8% | +33.9% |
| 1Y | -1.0% | +1.1% | -2.1% | -5.1% |
| 3Y | +76.7% | -27.1% | +103.8% | +90.1% |
| All | -3.6% | -40.2% | +36.6% | +0.4% |
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