-52.3%
DKNG vs ABCL
-81.2%
+28.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | -0.7% | +65.1% | -65.7% | -12.8% |
| 3M | -3.7% | +111.1% | -114.7% | -21.3% |
| 6M | -5.1% | +231.6% | -236.7% | -31.9% |
| YTD | -30.7% | +234.5% | -265.2% | -51.2% |
| 1Y | -48.5% | +174.3% | -222.8% | -62.8% |
| 3Y | -25.1% | +111.5% | -136.5% | -47.3% |
| 5Y | -62.3% | -37.3% | -25.1% | -67.1% |
| All | -52.3% | -81.2% | +28.9% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling