-27.4%
ON vs ESTC
+11.7%
-39.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.8% |
| 7D | -2.2% | -4.3% | +2.1% | -1.5% |
| 30D | -12.4% | +17.7% | -30.2% | -15.5% |
| 3M | -41.2% | +42.3% | -83.5% | -45.5% |
| 6M | +25.0% | +64.6% | -39.6% | +11.3% |
| YTD | +31.3% | +17.2% | +14.1% | +26.0% |
| 1Y | +45.4% | -4.2% | +49.6% | +45.9% |
| 3Y | -27.4% | +13.5% | -40.9% | -34.8% |
| All | -27.4% | +11.7% | -39.1% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling