+209.9%
ON vs CMCSA
+238.3%
-28.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +2.4% | -2.1% | +4.5% | +3.5% |
| 30D | -3.3% | +7.0% | -10.3% | -7.1% |
| 3M | -43.6% | +15.1% | -58.7% | -49.0% |
| 6M | +19.0% | -15.4% | +34.3% | +25.6% |
| YTD | +37.4% | -1.9% | +39.3% | +32.9% |
| 1Y | +54.8% | -12.7% | +67.5% | +58.9% |
| 3Y | -25.2% | -31.0% | +5.8% | -14.2% |
| 5Y | +62.7% | -46.1% | +108.8% | +110.9% |
| 10Y | +574.3% | +10.8% | +563.5% | +493.7% |
| All | +209.9% | +238.3% | -28.4% | +27.5% |
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