+64.1%
DIA vs CMCSA
-45.0%
+109.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | -2.1% | +3.8% | -5.9% | -3.1% |
| 3M | +4.2% | +12.3% | -8.2% | +0.7% |
| 6M | +11.9% | -15.4% | +27.3% | +16.1% |
| YTD | +10.8% | -2.5% | +13.3% | +10.1% |
| 1Y | +17.5% | -13.4% | +30.9% | +20.8% |
| 3Y | +59.9% | -30.4% | +90.3% | +72.8% |
| 5Y | +64.1% | -45.0% | +109.2% | +79.9% |
| All | +64.1% | -45.0% | +109.2% | +79.9% |
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