-41.5%
CMCSA vs DOC
-21.9%
-19.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +1.9% | +4.0% |
| 7D | +15.2% | +8.7% | +6.5% | +12.2% |
| 30D | +17.0% | +7.6% | +9.4% | +14.3% |
| 3M | +1.2% | -5.3% | +6.5% | +2.8% |
| 6M | -5.5% | +27.6% | -33.1% | -13.0% |
| YTD | -6.5% | +32.4% | -38.9% | -15.3% |
| 1Y | +1.8% | +22.9% | -21.1% | -5.4% |
| 3Y | -30.8% | +43.1% | -73.9% | -40.3% |
| All | -41.5% | -21.9% | -19.6% | -35.9% |
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