+1,129.1%
DIA vs CMCSA
+675.7%
+453.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -1.5% | +7.0% | -8.6% | -3.7% |
| 3M | +3.8% | +15.1% | -11.3% | -1.2% |
| 6M | +10.3% | -15.4% | +25.6% | +14.8% |
| YTD | +12.1% | -1.9% | +14.0% | +11.2% |
| 1Y | +18.6% | -12.7% | +31.4% | +21.7% |
| 3Y | +60.6% | -31.0% | +91.6% | +74.9% |
| 5Y | +64.4% | -46.1% | +110.5% | +90.5% |
| 10Y | +250.1% | +10.8% | +239.3% | +218.2% |
| All | +1,129.1% | +675.7% | +453.4% | +488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling