-42.6%
CMCSA vs DOCN
+70.4%
-113.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -15.9% | +16.3% | +1.2% |
| 7D | +12.0% | -29.3% | +41.3% | +13.9% |
| 30D | +17.5% | -46.0% | +63.6% | +21.2% |
| 3M | +2.4% | -43.2% | +45.6% | +4.7% |
| 6M | -2.9% | -53.7% | +50.8% | +0.1% |
| YTD | -6.2% | +46.9% | -53.1% | -14.2% |
| 1Y | +0.4% | +54.3% | -53.9% | -8.9% |
| 3Y | -30.6% | +185.5% | -216.1% | -42.7% |
| 5Y | -41.2% | -31.1% | -10.1% | -49.8% |
| All | -42.6% | +70.4% | -113.0% | -52.7% |
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