-31.0%
CMCSA vs DOCU
+87.9%
-118.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -2.1% |
| 7D | +5.0% | -5.5% | +10.6% | +5.7% |
| 30D | +16.5% | +12.6% | +3.8% | +15.0% |
| 3M | -1.6% | +36.4% | -38.0% | -4.8% |
| 6M | -5.0% | +66.8% | -71.8% | -9.9% |
| YTD | -8.3% | +13.5% | -21.7% | -9.6% |
| 1Y | +0.4% | +11.3% | -10.9% | -1.0% |
| 3Y | -31.0% | +92.1% | -123.0% | -39.9% |
| All | -31.0% | +87.9% | -118.9% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling