+43.4%
ON vs ESTC
-3.0%
+46.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +0.7% |
| 7D | -4.1% | -3.6% | -0.6% | -4.2% |
| 30D | -10.2% | -11.2% | +1.0% | -10.5% |
| 3M | -12.7% | +14.3% | -27.1% | -11.3% |
| 6M | -32.5% | +67.0% | -99.5% | -29.7% |
| YTD | +28.6% | +15.7% | +12.9% | +41.0% |
| 1Y | +43.4% | -6.3% | +49.7% | +61.7% |
| All | +43.4% | -3.0% | +46.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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