+324.1%
ON vs ESTC
+31.2%
+292.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.5% |
| 7D | +2.4% | -8.1% | +10.5% | +5.2% |
| 30D | -3.3% | +31.7% | -35.0% | -13.7% |
| 3M | -43.6% | +41.1% | -84.6% | -51.4% |
| 6M | +19.0% | +77.1% | -58.1% | -8.0% |
| YTD | +37.4% | +21.7% | +15.7% | +20.5% |
| 1Y | +54.8% | +8.4% | +46.4% | +39.6% |
| 3Y | -25.2% | +23.6% | -48.8% | -43.2% |
| 5Y | +62.7% | -46.5% | +109.2% | +59.1% |
| All | +324.1% | +31.2% | +292.9% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling