-47.4%
NKE vs ESTC
+7.3%
-54.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.4% |
| 7D | -2.0% | -8.1% | +6.1% | -1.0% |
| 30D | -8.6% | +31.7% | -40.3% | -11.5% |
| 3M | -11.0% | +41.1% | -52.1% | -14.7% |
| 6M | -33.2% | +77.1% | -110.3% | -37.8% |
| YTD | -38.1% | +21.7% | -59.8% | -41.2% |
| 1Y | -47.4% | +8.4% | -55.7% | -49.6% |
| All | -47.4% | +7.3% | -54.6% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling