-29.2%
CMCSA vs DOC
+20.8%
-50.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +7.0% | -4.8% | +11.8% | +8.3% |
| 3M | +15.1% | +6.9% | +8.2% | +13.3% |
| 6M | -15.4% | +20.7% | -36.1% | -19.2% |
| YTD | -1.9% | +34.1% | -36.0% | -9.1% |
| 1Y | -12.7% | +22.6% | -35.4% | -17.3% |
| All | -29.2% | +20.8% | -50.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling