-40.6%
FIS vs ONTO
+56.0%
-96.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.0% | -13.3% | -1.3% |
| 7D | -29.4% | +1.4% | -30.8% | -29.3% |
| 30D | -16.7% | -34.1% | +17.4% | -16.9% |
| 3M | -33.0% | -37.1% | +4.1% | -33.1% |
| 6M | -33.3% | -31.8% | -1.5% | -33.7% |
| YTD | -56.0% | +22.9% | -78.9% | -58.1% |
| 1Y | -54.6% | +39.5% | -94.1% | -57.2% |
| 3Y | -40.6% | +57.7% | -98.3% | -47.7% |
| All | -40.6% | +56.0% | -96.6% | -47.7% |
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