-20.9%
OTIS vs ONTO
+156.1%
-177.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.1% |
| 7D | -5.0% | +6.5% | -11.5% | -5.0% |
| 30D | -6.5% | -15.9% | +9.4% | -6.6% |
| 3M | -2.0% | -0.2% | -1.8% | -2.5% |
| 6M | -20.2% | +38.7% | -58.9% | -21.8% |
| YTD | -21.0% | +70.4% | -91.3% | -23.5% |
| 1Y | -20.9% | +153.6% | -174.5% | -25.3% |
| All | -20.9% | +156.1% | -177.0% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling