-52.7%
DKNG vs ABCL
-82.9%
+30.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.6% | +1.4% |
| 7D | -2.0% | -9.6% | +7.6% | +0.1% |
| 30D | -6.4% | +7.2% | -13.6% | -8.6% |
| 3M | -17.6% | +105.5% | -123.1% | -32.4% |
| 6M | -5.7% | +193.0% | -198.7% | -30.4% |
| YTD | -31.2% | +205.8% | -237.0% | -50.6% |
| 1Y | -48.1% | +144.4% | -192.5% | -61.6% |
| 3Y | -25.6% | +93.3% | -118.9% | -46.6% |
| 5Y | -62.0% | -44.9% | -17.1% | -66.1% |
| All | -52.7% | -82.9% | +30.2% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling