-12.7%
CMCSA vs DOCU
-9.0%
-3.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.8% |
| 7D | -2.1% | +6.9% | -9.0% | -2.5% |
| 30D | +7.0% | +19.0% | -12.0% | +5.9% |
| 3M | +15.1% | +34.3% | -19.2% | +13.1% |
| 6M | -15.4% | +48.0% | -63.4% | -16.3% |
| YTD | -1.9% | 0.0% | -1.9% | -1.1% |
| 1Y | -12.7% | -10.3% | -2.4% | -12.2% |
| All | -12.7% | -9.0% | -3.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling