-7.8%
NOC vs ESTC
-4.1%
-3.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.7% |
| 7D | -2.7% | -4.3% | +1.6% | -2.7% |
| 30D | -8.9% | +17.7% | -26.6% | -8.4% |
| 3M | -3.7% | +42.3% | -46.0% | -2.6% |
| 6M | -30.8% | +64.6% | -95.4% | -29.6% |
| YTD | -7.9% | +17.2% | -25.2% | -8.5% |
| All | -7.8% | -4.1% | -3.7% | -10.7% |
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