+7.0%
CMCSA vs DOCU
+107.7%
-100.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | +12.0% | -3.2% | +15.2% | +12.5% |
| 30D | +17.5% | +15.7% | +1.8% | +15.5% |
| 3M | +2.4% | +37.3% | -34.9% | -1.5% |
| 6M | -2.9% | +63.1% | -66.1% | -8.6% |
| YTD | -6.2% | +15.4% | -21.5% | -8.6% |
| 1Y | +0.4% | +11.3% | -10.9% | -1.9% |
| 3Y | -30.6% | +92.1% | -122.6% | -37.9% |
| 5Y | -41.2% | -70.5% | +29.3% | -40.5% |
| All | +7.0% | +107.7% | -100.7% | -9.7% |
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