-27.5%
ON vs CMCSA
-35.0%
+7.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +1.4% |
| 7D | -1.9% | -8.3% | +6.4% | +0.1% |
| 30D | -11.0% | -2.4% | -8.6% | -10.8% |
| 3M | -39.3% | +4.5% | -43.8% | -40.8% |
| 6M | +19.8% | -18.8% | +38.6% | +28.4% |
| YTD | +31.1% | -8.9% | +40.0% | +32.4% |
| 1Y | +46.0% | -18.3% | +64.3% | +55.8% |
| All | -27.5% | -35.0% | +7.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling