-42.0%
CMCSA vs ONTO
+122.9%
-164.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +4.6% | -2.4% | +7.0% | +4.6% |
| 30D | +19.8% | -32.9% | +52.7% | +21.8% |
| 3M | -0.3% | -32.2% | +31.9% | +1.1% |
| 6M | +0.3% | -30.6% | +30.9% | +0.7% |
| YTD | -6.9% | +25.1% | -32.0% | -12.0% |
| 1Y | +2.6% | +40.0% | -37.4% | -4.2% |
| 3Y | -29.0% | +45.7% | -74.7% | -39.3% |
| 5Y | -42.0% | +128.8% | -170.8% | -55.2% |
| All | -42.0% | +122.9% | -164.9% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling