-7.5%
NOC vs ESTC
+1.6%
-9.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.7% | -4.5% |
| 7D | -5.0% | -15.9% | +10.9% | -5.1% |
| 30D | +10.3% | -5.5% | +15.9% | +10.3% |
| 3M | -4.3% | +26.2% | -30.5% | -3.8% |
| 6M | -6.5% | +77.0% | -83.5% | -5.0% |
| YTD | -6.7% | +18.9% | -25.6% | -7.3% |
| 1Y | -7.5% | +1.3% | -8.8% | -8.2% |
| All | -7.5% | +1.6% | -9.0% | -8.2% |
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