+141.9%
DKNG vs ESI
+255.8%
-113.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +2.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.1% |
| 30D | -6.4% | -9.0% | +2.6% | -2.8% |
| 3M | -17.6% | -13.3% | -4.4% | -14.9% |
| 6M | -5.7% | +5.3% | -11.0% | -14.7% |
| YTD | -31.2% | +37.6% | -68.8% | -47.0% |
| 1Y | -48.1% | +33.6% | -81.7% | -59.6% |
| 3Y | -25.6% | +75.8% | -101.3% | -51.6% |
| 5Y | -62.0% | +68.6% | -130.6% | -74.7% |
| All | +141.9% | +255.8% | -113.8% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling