+11.8%
CMCSA vs DOCU
+80.0%
-68.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.0% |
| 7D | -2.1% | +6.9% | -9.0% | -2.9% |
| 30D | +7.0% | +19.0% | -12.0% | +4.8% |
| 3M | +15.1% | +34.3% | -19.2% | +11.0% |
| 6M | -15.4% | +48.0% | -63.4% | -19.6% |
| YTD | -1.9% | 0.0% | -1.9% | -2.7% |
| 1Y | -12.7% | -10.3% | -2.4% | -12.7% |
| 3Y | -31.0% | +32.4% | -63.4% | -35.5% |
| 5Y | -46.1% | -77.9% | +31.8% | -43.8% |
| All | +11.8% | +80.0% | -68.2% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling