-44.8%
CMCSA vs DOC
-24.5%
-20.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | +7.0% | -4.8% | +11.8% | +8.6% |
| 3M | +15.1% | +6.9% | +8.2% | +12.7% |
| 6M | -15.4% | +20.7% | -36.1% | -20.6% |
| YTD | -1.9% | +34.1% | -36.0% | -11.4% |
| 1Y | -12.7% | +22.6% | -35.4% | -18.9% |
| 3Y | -31.0% | +20.8% | -51.8% | -36.0% |
| All | -44.8% | -24.5% | -20.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling