+390.5%
ONTO vs ESTC
+14.7%
+375.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.2% | +8.9% | +10.4% |
| 7D | -14.0% | -11.5% | -2.5% | -10.5% |
| 30D | -43.1% | -7.5% | -35.5% | -41.5% |
| 3M | -35.5% | +23.1% | -58.6% | -40.5% |
| 6M | -41.1% | +75.3% | -116.4% | -52.4% |
| YTD | +9.8% | +14.1% | -4.3% | 0.0% |
| 1Y | +31.5% | -0.6% | +32.1% | +24.7% |
| 3Y | +45.2% | +20.8% | +24.3% | +17.7% |
| 5Y | +86.7% | -48.8% | +135.5% | +88.3% |
| All | +390.5% | +14.7% | +375.7% | +180.4% |
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 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