-99.9%
DFNS vs DKNG
-37.4%
-62.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | +4.6% | -2.3% | +6.9% | +5.0% |
| 30D | -73.9% | -2.5% | -71.4% | -73.8% |
| 3M | -71.7% | -14.2% | -57.5% | -71.1% |
| 6M | -94.6% | -6.0% | -88.6% | -94.5% |
| YTD | -98.1% | -31.3% | -66.7% | -98.0% |
| 1Y | -98.3% | -48.5% | -49.8% | -98.2% |
| 3Y | -99.9% | -25.7% | -74.2% | -99.9% |
| 5Y | -99.9% | -62.8% | -37.0% | -99.9% |
| All | -99.9% | -37.4% | -62.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling