-17.4%
FIS vs ONTO
+104.0%
-121.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | +1.1% | -1.0% | +2.1% | +1.1% |
| 30D | -2.2% | -2.9% | +0.7% | -2.3% |
| 3M | +2.1% | -2.5% | +4.6% | +1.5% |
| 6M | -14.7% | +28.2% | -42.9% | -16.9% |
| YTD | -35.7% | +69.8% | -105.5% | -38.8% |
| 1Y | -37.1% | +162.9% | -199.9% | -42.4% |
| All | -17.4% | +104.0% | -121.5% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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