+247.6%
DIA vs CMCSA
+7.4%
+240.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -1.6% | -4.9% | +3.3% | +0.1% |
| 30D | -2.0% | -1.1% | -1.0% | -1.9% |
| 3M | +3.6% | +6.6% | -2.9% | +0.5% |
| 6M | +11.5% | -15.5% | +27.0% | +17.0% |
| YTD | +10.4% | -6.7% | +17.0% | +11.0% |
| 1Y | +15.6% | -15.6% | +31.2% | +20.6% |
| 3Y | +58.9% | -33.7% | +92.6% | +79.0% |
| 5Y | +65.3% | -46.6% | +112.0% | +101.3% |
| All | +247.6% | +7.4% | +240.2% | +205.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling