+152.4%
DKNG vs ESI
+257.5%
-105.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +3.0% | -4.6% | +7.7% | +5.2% |
| 30D | -3.0% | -10.5% | +7.5% | +1.6% |
| 3M | -17.6% | -19.8% | +2.2% | -11.4% |
| 6M | -3.2% | +5.8% | -9.1% | -12.7% |
| YTD | -28.2% | +38.3% | -66.5% | -44.8% |
| 1Y | -46.1% | +31.5% | -77.6% | -57.6% |
| 3Y | -22.2% | +80.7% | -102.9% | -50.2% |
| 5Y | -60.4% | +69.4% | -129.8% | -73.6% |
| All | +152.4% | +257.5% | -105.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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