+29.8%
DKS vs ESTC
-52.1%
+81.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.3% |
| 7D | +9.4% | -3.6% | +13.0% | +10.3% |
| 30D | +9.8% | -11.2% | +20.9% | +12.2% |
| 3M | -29.3% | +14.3% | -43.6% | -32.0% |
| 6M | -32.6% | +67.0% | -99.6% | -41.0% |
| YTD | -22.6% | +15.7% | -38.2% | -27.2% |
| 1Y | -29.8% | -6.3% | -23.6% | -30.8% |
| 3Y | +43.2% | +14.5% | +28.7% | +24.5% |
| 5Y | +29.8% | -49.9% | +79.7% | +18.1% |
| All | +29.8% | -52.1% | +81.9% | +18.1% |
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