+190.0%
ON vs CMCSA
+221.0%
-31.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -4.1% | +4.6% | -8.7% | -6.5% |
| 30D | -10.2% | +19.8% | -30.0% | -19.0% |
| 3M | -12.7% | -0.3% | -12.5% | -13.9% |
| 6M | -32.5% | +0.3% | -32.9% | -35.1% |
| YTD | +28.6% | -6.9% | +35.5% | +26.6% |
| 1Y | +43.4% | +2.6% | +40.8% | +33.3% |
| 3Y | +3.3% | -29.0% | +32.3% | +16.0% |
| 5Y | +22.5% | -42.0% | +64.5% | +51.4% |
| 10Y | +535.7% | +6.4% | +529.3% | +466.6% |
| All | +190.0% | +221.0% | -31.0% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling