-48.9%
NKE vs ESTC
-7.7%
-41.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -9.2% | +5.0% | -3.0% |
| 30D | -8.2% | +8.1% | -16.3% | -9.1% |
| 3M | -19.1% | +38.5% | -57.6% | -22.2% |
| 6M | -32.6% | +57.8% | -90.4% | -36.5% |
| YTD | -40.7% | +10.5% | -51.3% | -43.0% |
| 1Y | -48.9% | -6.4% | -42.5% | -48.9% |
| All | -48.9% | -7.7% | -41.1% | -48.9% |
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