+17.9%
ONDS vs ESTC
-38.9%
+56.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.8% |
| 7D | -5.0% | -13.2% | +8.2% | +0.1% |
| 30D | -25.6% | +9.3% | -34.9% | -30.0% |
| 3M | -22.1% | +37.3% | -59.5% | -33.7% |
| 6M | -27.6% | +61.0% | -88.6% | -42.3% |
| YTD | -25.7% | +10.7% | -36.4% | -32.2% |
| 1Y | +30.4% | -7.2% | +37.6% | +26.0% |
| 3Y | +695.0% | +7.2% | +687.8% | +527.3% |
| 5Y | -2.2% | -47.7% | +45.6% | -3.5% |
| All | +17.9% | -38.9% | +56.8% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling