+678.3%
DELL vs CMCSA
-35.0%
+713.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +0.6% |
| 7D | +8.7% | -8.3% | +17.0% | +9.2% |
| 30D | +16.9% | -2.4% | +19.3% | +17.0% |
| 3M | +40.4% | +4.5% | +35.9% | +39.8% |
| 6M | +267.1% | -18.8% | +285.8% | +277.5% |
| YTD | +329.1% | -8.9% | +338.0% | +332.4% |
| 1Y | +346.9% | -18.3% | +365.2% | +359.0% |
| All | +678.3% | -35.0% | +713.3% | +732.8% |
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