-3.9%
ONON vs ESTC
-45.2%
+41.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -10.0% | +2.4% | -12.4% | -10.8% |
| 30D | -5.3% | -4.2% | -1.0% | -4.6% |
| 3M | +6.5% | +2.5% | +4.0% | +3.1% |
| 6M | -5.0% | +81.5% | -86.5% | -27.3% |
| YTD | -27.6% | +16.8% | -44.5% | -35.7% |
| 1Y | -20.7% | -3.5% | -17.2% | -24.3% |
| 3Y | +26.6% | +17.7% | +8.9% | -3.9% |
| 5Y | -9.6% | -51.7% | +42.1% | -6.8% |
| All | -3.9% | -45.2% | +41.3% | -8.9% |
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