+388.0%
DELL vs CMCSA
-27.5%
+415.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.5% | -8.6% | -7.1% |
| 7D | +4.9% | +3.2% | +1.7% | +5.1% |
| 30D | -32.1% | +19.5% | -51.6% | -31.5% |
| 3M | -30.2% | -2.4% | -27.8% | -29.3% |
| 6M | +41.7% | +3.8% | +37.9% | +43.7% |
| YTD | +176.6% | -5.4% | +182.0% | +181.9% |
| 1Y | +159.9% | +1.1% | +158.8% | +161.4% |
| 3Y | +388.0% | -27.1% | +415.1% | +428.3% |
| All | +388.0% | -27.5% | +415.4% | +428.3% |
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