-30.4%
CMCSA vs ONTO
+118.2%
-148.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.6% |
| 7D | +0.1% | +9.7% | -9.5% | +0.1% |
| 30D | +3.8% | -8.8% | +12.6% | +3.8% |
| 3M | +12.3% | +4.5% | +7.8% | +12.2% |
| 6M | -15.4% | +56.4% | -71.8% | -16.7% |
| YTD | -2.5% | +78.1% | -80.6% | -4.7% |
| 1Y | -13.4% | +171.3% | -184.6% | -17.0% |
| 3Y | -30.4% | +118.7% | -149.0% | -37.7% |
| All | -30.4% | +118.2% | -148.6% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling