+61.6%
DRAM vs CMCSA
-8.1%
+69.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.1% | +9.3% | +11.2% |
| 7D | -0.6% | +0.7% | -1.3% | +0.1% |
| 30D | -18.0% | +21.0% | -39.0% | -3.9% |
| 3M | -11.9% | -0.9% | -10.9% | -9.0% |
| 6M | -18.6% | +2.9% | -21.5% | -8.0% |
| All | +61.6% | -8.1% | +69.7% | +79.1% |
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