-28.0%
CMCSA vs DOCN
+209.7%
-237.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.4% |
| 7D | +2.7% | -12.8% | +15.5% | +2.8% |
| 30D | +18.6% | -41.9% | +60.6% | +19.4% |
| 3M | -1.8% | -36.9% | +35.1% | -1.5% |
| 6M | -0.7% | -52.2% | +51.6% | +0.6% |
| YTD | -7.8% | +62.7% | -70.5% | -15.6% |
| 1Y | +0.7% | +58.2% | -57.5% | -7.6% |
| 3Y | -28.0% | +219.5% | -247.4% | -40.4% |
| All | -28.0% | +209.7% | -237.7% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling