+66.1%
OTIS vs ONTO
+1,192.9%
-1,126.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.7% |
| 7D | -5.0% | +6.5% | -11.5% | -5.7% |
| 30D | -6.5% | -15.9% | +9.4% | -5.1% |
| 3M | -2.0% | -0.2% | -1.8% | -3.6% |
| 6M | -20.2% | +38.7% | -58.9% | -25.2% |
| YTD | -21.0% | +70.4% | -91.3% | -28.3% |
| 1Y | -20.9% | +153.6% | -174.5% | -32.4% |
| 3Y | -13.3% | +109.2% | -122.5% | -29.3% |
| 5Y | -18.5% | +249.7% | -268.3% | -41.8% |
| All | +66.1% | +1,192.9% | -1,126.8% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling