-27.2%
CMCSA vs ONTO
+508.7%
-535.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.9% | -7.8% | +0.3% |
| 7D | +0.7% | +16.4% | -15.7% | -1.0% |
| 30D | +21.0% | -21.4% | +42.4% | +23.2% |
| 3M | -0.9% | -32.7% | +31.8% | +2.1% |
| 6M | +2.9% | -25.2% | +28.1% | +3.0% |
| YTD | -5.9% | +36.2% | -42.1% | -14.7% |
| 1Y | +2.5% | +61.2% | -58.7% | -9.7% |
| 3Y | -28.3% | +58.7% | -86.9% | -42.6% |
| 5Y | -40.8% | +143.6% | -184.4% | -59.5% |
| All | -27.2% | +508.7% | -535.9% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling