-62.8%
DKNG vs ABCL
-39.4%
-23.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | -2.3% | -2.7% | +0.5% | -1.6% |
| 30D | -2.5% | +18.3% | -20.8% | -7.3% |
| 3M | -14.2% | +108.5% | -122.7% | -32.0% |
| 6M | -6.0% | +213.9% | -219.9% | -35.3% |
| YTD | -31.3% | +223.1% | -254.4% | -54.1% |
| 1Y | -48.5% | +160.6% | -209.1% | -64.5% |
| 3Y | -25.7% | +104.3% | -130.0% | -50.3% |
| 5Y | -62.8% | -40.0% | -22.8% | -66.9% |
| All | -62.8% | -39.4% | -23.4% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling