+23.9%
ONDS vs ESTC
-32.8%
+56.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.6% |
| 7D | -3.5% | -8.1% | +4.6% | -0.6% |
| 30D | -14.1% | +31.7% | -45.8% | -24.9% |
| 3M | -36.3% | +41.1% | -77.4% | -46.1% |
| 6M | -27.5% | +77.1% | -104.6% | -44.3% |
| YTD | -21.9% | +21.7% | -43.6% | -31.2% |
| 1Y | +43.0% | +8.4% | +34.6% | +30.3% |
| 3Y | +697.1% | +23.6% | +673.5% | +491.0% |
| 5Y | -1.2% | -46.5% | +45.3% | -1.2% |
| All | +23.9% | -32.8% | +56.7% | +5.6% |
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