+546.8%
ON vs CMCSA
+4.9%
+541.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +17.0% | -0.6% | +17.6% | +17.4% |
| 30D | -3.9% | +18.8% | -22.6% | -13.3% |
| 3M | -11.5% | -1.1% | -10.4% | -12.2% |
| 6M | -29.2% | +2.5% | -31.7% | -32.8% |
| YTD | +36.2% | -6.7% | +42.9% | +33.9% |
| 1Y | +49.6% | 0.0% | +49.7% | +39.7% |
| 3Y | +9.4% | -28.9% | +38.3% | +25.2% |
| 5Y | +25.8% | -41.1% | +67.0% | +60.1% |
| All | +546.8% | +4.9% | +541.8% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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