-43.1%
CMCSA vs DOCN
+91.6%
-134.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +4.6% | -12.1% | +16.7% | +5.1% |
| 30D | +19.8% | -41.0% | +60.8% | +23.0% |
| 3M | -0.3% | -38.7% | +38.4% | +1.7% |
| 6M | +0.3% | -51.5% | +51.8% | +3.5% |
| YTD | -6.9% | +65.3% | -72.2% | -15.4% |
| 1Y | +2.6% | +53.9% | -51.3% | -6.2% |
| 3Y | -29.0% | +215.6% | -244.6% | -41.7% |
| 5Y | -42.0% | -26.2% | -15.8% | -50.7% |
| All | -43.1% | +91.6% | -134.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling