-31.7%
NKE vs ESTC
+1.6%
-33.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.3% |
| 7D | +9.0% | -15.9% | +24.8% | +11.2% |
| 30D | +19.2% | -5.5% | +24.7% | +19.7% |
| 3M | -1.5% | +26.2% | -27.7% | -4.6% |
| 6M | -4.2% | +77.0% | -81.2% | -11.0% |
| YTD | -34.8% | +18.9% | -53.6% | -38.2% |
| 1Y | -31.7% | +1.3% | -33.0% | -35.5% |
| All | -31.7% | +1.6% | -33.2% | -35.5% |
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 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