+152.4%
DKNG vs ESTC
-15.8%
+168.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +3.0% | -9.2% | +12.2% | +7.3% |
| 30D | -3.0% | +8.1% | -11.1% | -7.8% |
| 3M | -17.6% | +38.5% | -56.1% | -29.9% |
| 6M | -3.2% | +57.8% | -61.0% | -23.5% |
| YTD | -28.2% | +10.5% | -38.7% | -34.7% |
| 1Y | -46.1% | -6.4% | -39.7% | -48.1% |
| 3Y | -22.2% | +4.7% | -26.8% | -40.0% |
| 5Y | -60.4% | -47.8% | -12.6% | -61.4% |
| All | +152.4% | -15.8% | +168.2% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling