+141.9%
DKNG vs ESTC
-15.7%
+157.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.8% |
| 7D | -2.0% | -13.2% | +11.2% | +4.1% |
| 30D | -6.4% | +9.3% | -15.8% | -11.5% |
| 3M | -17.6% | +37.3% | -55.0% | -29.7% |
| 6M | -5.7% | +61.0% | -66.7% | -26.1% |
| YTD | -31.2% | +10.7% | -41.9% | -37.4% |
| 1Y | -48.1% | -7.2% | -40.9% | -49.8% |
| 3Y | -25.6% | +7.2% | -32.7% | -43.4% |
| 5Y | -62.0% | -47.7% | -14.3% | -63.1% |
| All | +141.9% | -15.7% | +157.6% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling