+56.9%
ON vs CMCSA
-48.8%
+105.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +2.5% |
| 7D | -1.9% | -8.3% | +6.4% | +1.5% |
| 30D | -11.0% | -2.4% | -8.6% | -10.6% |
| 3M | -39.3% | +4.5% | -43.8% | -41.7% |
| 6M | +19.8% | -18.8% | +38.6% | +29.6% |
| YTD | +31.1% | -8.9% | +40.0% | +32.0% |
| 1Y | +46.0% | -18.3% | +64.3% | +56.1% |
| 3Y | -27.5% | -35.0% | +7.4% | -13.6% |
| 5Y | +56.9% | -48.2% | +105.0% | +87.1% |
| All | +56.9% | -48.8% | +105.7% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling