+152.4%
DKNG vs ES
+15.5%
+136.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +3.0% | -3.6% | +6.6% | +3.7% |
| 30D | -3.0% | -4.2% | +1.2% | -2.3% |
| 3M | -17.6% | +0.1% | -17.7% | -17.7% |
| 6M | -3.2% | -6.2% | +3.0% | -2.2% |
| YTD | -28.2% | +4.1% | -32.3% | -29.2% |
| 1Y | -46.1% | +10.2% | -56.2% | -47.6% |
| 3Y | -22.2% | +26.1% | -48.3% | -28.5% |
| 5Y | -60.4% | -5.3% | -55.1% | -61.0% |
| All | +152.4% | +15.5% | +136.9% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling