-27.9%
CMCSA vs ONTO
+493.5%
-521.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | -0.6% | +34.4% | -35.0% | -3.5% |
| 30D | +18.8% | -20.4% | +39.2% | +20.8% |
| 3M | -1.1% | -37.8% | +36.7% | +2.8% |
| 6M | +2.5% | -24.6% | +27.1% | +2.4% |
| YTD | -6.7% | +32.8% | -39.5% | -15.2% |
| 1Y | 0.0% | +54.7% | -54.8% | -11.4% |
| 3Y | -28.9% | +54.7% | -83.6% | -43.0% |
| 5Y | -41.1% | +134.0% | -175.1% | -59.5% |
| All | -27.9% | +493.5% | -521.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 10y: compounded portfolio wealth divided by compounded ONTO 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…
10y analysis · Full analysis span regression · 6 months rolling