-42.5%
CMCSA vs DOCS
-19.0%
-23.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | +3.2% | +2.6% | +0.6% | +3.0% |
| 30D | +19.5% | +11.4% | +8.1% | +18.7% |
| 3M | -2.4% | +25.4% | -27.8% | -3.9% |
| 6M | +3.8% | +42.5% | -38.7% | +0.9% |
| YTD | -5.4% | -24.7% | +19.3% | -4.4% |
| 1Y | +1.1% | -32.9% | +34.1% | +2.9% |
| 3Y | -27.1% | +39.6% | -66.7% | -31.9% |
| 5Y | -40.3% | -54.6% | +14.3% | -42.6% |
| All | -42.5% | -19.0% | -23.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling