-44.8%
CMCSA vs DOCN
+54.1%
-98.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +7.0% | -9.6% | +16.7% | +7.5% |
| 3M | +15.1% | -37.7% | +52.8% | +18.5% |
| 6M | -15.4% | +115.2% | -130.6% | -23.4% |
| YTD | -1.9% | +133.7% | -135.6% | -12.6% |
| 1Y | -12.7% | +250.2% | -262.9% | -26.2% |
| 3Y | -31.0% | +320.3% | -351.3% | -44.8% |
| All | -44.8% | +54.1% | -98.9% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling