+30.7%
ONTO vs ESTC
+15.4%
+15.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -6.1% | -9.5% | -14.4% |
| 7D | -29.7% | -18.5% | -11.2% | -26.8% |
| 30D | -50.3% | -11.0% | -39.3% | -49.0% |
| 3M | -43.5% | +20.8% | -64.3% | -46.0% |
| 6M | -48.9% | +67.9% | -116.8% | -55.1% |
| YTD | -1.2% | +11.6% | -12.8% | -4.9% |
| 1Y | +14.9% | -3.3% | +18.2% | +14.5% |
| All | +30.7% | +15.4% | +15.3% | +31.9% |
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 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