+62.5%
DRAM vs CMCSA
-8.8%
+71.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -1.3% |
| 7D | -16.6% | +15.2% | -31.9% | -6.1% |
| 30D | -26.9% | +17.0% | -43.8% | -16.2% |
| 3M | -17.8% | +1.2% | -19.0% | -13.9% |
| 6M | +6.2% | -5.5% | +11.7% | +17.2% |
| All | +62.5% | -8.8% | +71.3% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling