+15.0%
DKS vs ESTC
-47.2%
+62.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.0% |
| 7D | -0.4% | -4.3% | +3.9% | +0.5% |
| 30D | -36.6% | +17.7% | -54.3% | -39.1% |
| 3M | -37.6% | +42.3% | -79.9% | -42.8% |
| 6M | -32.1% | +64.6% | -96.6% | -40.4% |
| YTD | -32.3% | +17.2% | -49.5% | -36.2% |
| 1Y | -39.5% | -4.2% | -35.3% | -40.6% |
| 3Y | +27.7% | +13.5% | +14.1% | +11.4% |
| 5Y | +15.0% | -45.5% | +60.6% | +7.8% |
| All | +15.0% | -47.2% | +62.2% | +7.8% |
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