+68.1%
ONTO vs ESTC
-51.6%
+119.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -6.1% | -9.5% | -13.9% |
| 7D | -29.7% | -18.5% | -11.2% | -25.5% |
| 30D | -50.3% | -11.0% | -39.3% | -48.5% |
| 3M | -43.5% | +20.8% | -64.3% | -47.2% |
| 6M | -48.9% | +67.9% | -116.8% | -57.3% |
| YTD | -1.2% | +11.6% | -12.8% | -8.3% |
| 1Y | +14.9% | -3.3% | +18.2% | +11.0% |
| 3Y | +31.2% | +16.4% | +14.8% | +10.1% |
| 5Y | +68.1% | -49.9% | +117.9% | +54.3% |
| All | +68.1% | -51.6% | +119.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling