-41.2%
CMCSA vs DOCS
-54.0%
+12.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.7% |
| 7D | +12.0% | -1.3% | +13.4% | +12.1% |
| 30D | +17.5% | +19.4% | -1.9% | +16.0% |
| 3M | +2.4% | +53.4% | -51.0% | -1.1% |
| 6M | -2.9% | +28.8% | -31.7% | -5.4% |
| YTD | -6.2% | -25.1% | +18.9% | -4.9% |
| 1Y | +0.4% | -48.1% | +48.5% | +4.6% |
| 3Y | -30.6% | +51.4% | -81.9% | -36.9% |
| 5Y | -41.2% | -51.1% | +9.9% | -44.4% |
| All | -41.2% | -54.0% | +12.8% | -44.4% |
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