-44.5%
CMCSA vs ONON
-24.2%
-20.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -5.6% | -5.3% | -0.2% | -5.0% |
| 30D | -1.9% | -13.1% | +11.3% | -0.4% |
| 3M | +6.4% | -29.3% | +35.8% | +9.8% |
| 6M | -16.9% | -34.5% | +17.6% | -13.8% |
| YTD | -6.8% | -42.2% | +35.4% | -2.1% |
| 1Y | -15.9% | -37.3% | +21.4% | -12.7% |
| 3Y | -33.4% | -9.3% | -24.2% | -35.0% |
| All | -44.5% | -24.2% | -20.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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