-10.5%
ONON vs ESTC
+11.0%
-21.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -3.5% | -3.3% | -0.1% | -2.7% |
| 30D | -30.8% | +13.4% | -44.2% | -33.3% |
| 3M | -29.8% | +41.3% | -71.2% | -36.0% |
| 6M | -34.8% | +62.6% | -97.4% | -43.1% |
| YTD | -42.3% | +14.8% | -57.0% | -45.2% |
| 1Y | -39.5% | -5.1% | -34.5% | -40.2% |
| All | -10.5% | +11.0% | -21.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling