+408.2%
DKS vs ESTC
+23.7%
+384.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -2.9% | -3.3% | +0.5% | -2.2% |
| 30D | -37.7% | +13.4% | -51.2% | -39.8% |
| 3M | -38.9% | +41.3% | -80.3% | -44.2% |
| 6M | -31.1% | +62.6% | -93.7% | -39.9% |
| YTD | -31.8% | +14.8% | -46.6% | -35.8% |
| 1Y | -38.0% | -5.1% | -33.0% | -39.4% |
| 3Y | +28.6% | +11.2% | +17.5% | +12.6% |
| 5Y | +12.5% | -47.0% | +59.5% | +10.1% |
| All | +408.2% | +23.7% | +384.5% | +236.9% |
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 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