-44.0%
CMCSA vs DOCS
-20.2%
-23.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +18.6% | +7.8% | +10.9% | +18.1% |
| 3M | -1.8% | +20.0% | -21.8% | -3.1% |
| 6M | -0.7% | +26.5% | -27.2% | -2.8% |
| YTD | -7.8% | -25.8% | +17.9% | -6.8% |
| 1Y | +0.7% | -39.5% | +40.2% | +3.2% |
| 3Y | -28.0% | +60.3% | -88.3% | -33.6% |
| 5Y | -42.1% | -57.0% | +14.9% | -44.3% |
| All | -44.0% | -20.2% | -23.8% | -46.1% |
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