+92.2%
DASH vs DKNG
-44.9%
+137.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.4% |
| 7D | -4.1% | -18.7% | +14.6% | +0.9% |
| 30D | -10.6% | -3.0% | -7.6% | -11.0% |
| 3M | -18.8% | -25.0% | +6.3% | -13.0% |
| 6M | +11.2% | -22.3% | +33.5% | +16.6% |
| YTD | -23.8% | -44.5% | +20.7% | -12.3% |
| 1Y | -12.2% | -39.3% | +27.1% | -2.1% |
| All | +92.2% | -44.9% | +137.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 3y: compounded portfolio wealth divided by compounded DKNG 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…
3y analysis · Full analysis span regression · 6 months rolling