+658.6%
ONTO vs ESTC
+22.3%
+636.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +7.5% |
| 7D | -1.0% | -8.1% | +7.1% | +1.3% |
| 30D | -2.9% | +31.7% | -34.6% | -12.4% |
| 3M | -2.5% | +41.1% | -43.5% | -14.6% |
| 6M | +28.2% | +77.1% | -48.9% | +2.0% |
| YTD | +69.8% | +21.7% | +48.1% | +51.3% |
| 1Y | +162.9% | +8.4% | +154.5% | +140.5% |
| 3Y | +95.9% | +23.6% | +72.3% | +57.2% |
| 5Y | +244.5% | -46.5% | +290.9% | +242.0% |
| All | +658.6% | +22.3% | +636.2% | +324.5% |
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