-59.1%
DKNG vs ESTC
-47.6%
-11.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +3.0% | -9.2% | +12.2% | +7.6% |
| 30D | -3.0% | +8.1% | -11.1% | -8.2% |
| 3M | -17.6% | +38.5% | -56.1% | -30.7% |
| 6M | -3.2% | +57.8% | -61.0% | -24.9% |
| YTD | -28.2% | +10.5% | -38.7% | -35.1% |
| 1Y | -46.1% | -6.4% | -39.7% | -48.2% |
| 3Y | -22.2% | +4.7% | -26.8% | -43.6% |
| All | -59.1% | -47.6% | -11.5% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling