-42.0%
CMCSA vs ONON
-23.0%
-19.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +3.8% | -27.4% | +31.2% | +6.9% |
| 3M | +12.3% | -26.5% | +38.8% | +15.4% |
| 6M | -15.4% | -34.2% | +18.8% | -12.3% |
| YTD | -2.5% | -41.3% | +38.8% | +2.2% |
| 1Y | -13.4% | -39.7% | +26.3% | -9.8% |
| 3Y | -30.4% | -7.8% | -22.5% | -32.1% |
| All | -42.0% | -23.0% | -19.0% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling