-40.0%
CMCSA vs DOCN
+171.0%
-211.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| 6M | -15.4% | +115.2% | -130.6% | -22.9% |
| YTD | -1.9% | +133.7% | -135.6% | -11.9% |
| 1Y | -12.7% | +250.2% | -262.9% | -25.4% |
| 3Y | -31.0% | +320.3% | -351.3% | -43.9% |
| 5Y | -46.1% | +53.1% | -99.2% | -55.3% |
| All | -40.0% | +171.0% | -211.0% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling