+2,236.9%
CMCSA vs DOC
+2,974.4%
-737.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +15.1% | +6.9% | +8.2% | +12.4% |
| 6M | -15.4% | +20.7% | -36.1% | -21.3% |
| YTD | -1.9% | +34.1% | -36.0% | -12.2% |
| 1Y | -12.7% | +22.6% | -35.4% | -19.6% |
| 3Y | -31.0% | +20.8% | -51.8% | -37.3% |
| 5Y | -46.1% | -24.9% | -21.2% | -42.9% |
| 10Y | +10.8% | -1.8% | +12.7% | +0.9% |
| All | +2,236.9% | +2,974.4% | -737.5% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling