-20.0%
ONON vs ESTC
-42.9%
+22.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +0.4% |
| 7D | -3.0% | -8.1% | +5.1% | -0.1% |
| 30D | -26.7% | +31.7% | -58.4% | -34.9% |
| 3M | -25.3% | +41.1% | -66.4% | -35.8% |
| 6M | -35.3% | +77.1% | -112.3% | -50.0% |
| YTD | -39.8% | +21.7% | -61.5% | -46.7% |
| 1Y | -39.2% | +8.4% | -47.6% | -44.5% |
| 3Y | -4.2% | +23.6% | -27.9% | -28.3% |
| All | -20.0% | -42.9% | +22.9% | -24.4% |
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