-29.8%
DASH vs DKNG
-53.2%
+23.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.0% |
| 7D | -4.1% | -18.7% | +14.6% | +3.2% |
| 30D | -10.6% | -3.0% | -7.6% | -11.0% |
| 3M | -18.8% | -25.0% | +6.3% | -10.4% |
| 6M | +11.2% | -22.3% | +33.5% | +18.7% |
| YTD | -23.8% | -44.5% | +20.7% | -6.9% |
| 1Y | -12.2% | -39.3% | +27.1% | +2.5% |
| 3Y | +97.3% | -45.4% | +142.7% | +120.9% |
| 5Y | -29.8% | -52.8% | +23.0% | -30.6% |
| All | -29.8% | -53.2% | +23.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling