-16.1%
ONDS vs ESTC
-35.5%
+19.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -3.3% | +2.4% | -5.7% | -4.0% |
| 30D | -16.0% | -4.2% | -11.7% | -13.9% |
| 3M | -42.1% | +2.5% | -44.6% | -43.4% |
| 6M | -41.8% | +81.5% | -123.3% | -55.3% |
| YTD | -47.1% | +16.8% | -64.0% | -52.5% |
| 1Y | -21.3% | -3.5% | -17.9% | -24.0% |
| 3Y | +695.1% | +17.7% | +677.3% | +505.7% |
| 5Y | -50.0% | -51.7% | +1.7% | -46.5% |
| All | -16.1% | -35.5% | +19.4% | -27.1% |
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