+71.4%
OTIS vs ONTO
+1,251.5%
-1,180.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.1% |
| 7D | -0.8% | +9.7% | -10.4% | -1.7% |
| 30D | -4.7% | -8.8% | +4.1% | -4.1% |
| 3M | +1.2% | +4.5% | -3.3% | -1.0% |
| 6M | -20.5% | +56.4% | -76.9% | -26.6% |
| YTD | -18.4% | +78.1% | -96.5% | -26.4% |
| 1Y | -18.1% | +171.3% | -189.3% | -30.6% |
| 3Y | -10.6% | +118.7% | -129.2% | -27.4% |
| 5Y | -16.1% | +269.4% | -285.5% | -40.4% |
| All | +71.4% | +1,251.5% | -1,180.1% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling