-42.8%
CMCSA vs DOCN
+102.5%
-145.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -7.2% | +12.1% | +5.4% |
| 7D | +15.2% | -20.0% | +35.2% | +16.5% |
| 30D | +17.0% | -38.8% | +55.8% | +19.9% |
| 3M | +1.2% | -34.8% | +36.0% | +2.9% |
| 6M | -5.5% | -22.8% | +17.3% | -6.5% |
| YTD | -6.5% | +74.6% | -81.1% | -15.2% |
| 1Y | +1.8% | +116.4% | -114.6% | -10.0% |
| 3Y | -30.8% | +239.3% | -270.2% | -43.4% |
| 5Y | -40.2% | -20.2% | -19.9% | -49.3% |
| All | -42.8% | +102.5% | -145.3% | -53.3% |
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