-40.6%
NKE vs ESTC
-3.5%
-37.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | +7.6% | -4.2% | +11.9% | +7.9% |
| 3M | -6.9% | +2.5% | -9.3% | -7.8% |
| 6M | -8.5% | +81.5% | -90.0% | -15.6% |
| YTD | -38.8% | +16.8% | -55.6% | -41.9% |
| 1Y | -40.6% | -3.5% | -37.1% | -43.0% |
| All | -40.6% | -3.5% | -37.0% | -43.0% |
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