-44.8%
CMCSA vs DOCU
-78.0%
+33.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.1% |
| 7D | -2.1% | +6.9% | -9.0% | -2.9% |
| 30D | +7.0% | +19.0% | -12.0% | +4.5% |
| 3M | +15.1% | +34.3% | -19.2% | +10.6% |
| 6M | -15.4% | +48.0% | -63.4% | -20.0% |
| YTD | -1.9% | 0.0% | -1.9% | -2.7% |
| 1Y | -12.7% | -10.3% | -2.4% | -12.5% |
| 3Y | -31.0% | +32.4% | -63.4% | -36.2% |
| All | -44.8% | -78.0% | +33.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling