+17.6%
ONDS vs ESTC
-39.0%
+56.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -9.2% | +4.1% | -1.7% |
| 30D | -26.0% | +8.1% | -34.1% | -30.1% |
| 3M | -26.4% | +38.5% | -64.9% | -37.6% |
| 6M | -26.4% | +57.8% | -84.2% | -40.9% |
| YTD | -25.9% | +10.5% | -36.5% | -32.3% |
| 1Y | +12.6% | -6.4% | +19.0% | +8.5% |
| 3Y | +706.9% | +4.7% | +702.3% | +544.8% |
| 5Y | -2.4% | -47.8% | +45.3% | -3.8% |
| All | +17.6% | -39.0% | +56.5% | +3.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling