-41.2%
CMCSA vs DOCN
-34.6%
-6.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.9% | +16.3% | +1.3% |
| 7D | +12.0% | -29.3% | +41.3% | +14.0% |
| 30D | +17.5% | -46.0% | +63.6% | +21.3% |
| 3M | +2.4% | -43.2% | +45.6% | +4.8% |
| 6M | -2.9% | -53.7% | +50.8% | +0.3% |
| YTD | -6.2% | +46.9% | -53.1% | -14.9% |
| 1Y | +0.4% | +54.3% | -53.9% | -9.7% |
| 3Y | -30.6% | +185.5% | -216.1% | -43.9% |
| 5Y | -41.2% | -31.1% | -10.1% | -51.0% |
| All | -41.2% | -34.6% | -6.7% | -51.0% |
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