-44.8%
CMCSA vs DOCS
-73.4%
+28.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.0% |
| 30D | +7.0% | +21.8% | -14.8% | +5.3% |
| 3M | +15.1% | +27.3% | -12.2% | +12.9% |
| 6M | -15.4% | -0.3% | -15.0% | -16.0% |
| YTD | -1.9% | -40.5% | +38.6% | +0.9% |
| 1Y | -12.7% | -61.5% | +48.8% | -7.3% |
| 3Y | -31.0% | +8.2% | -39.2% | -35.1% |
| All | -44.8% | -73.4% | +28.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling