-59.1%
DKNG vs ADM
+65.2%
-124.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | +2.5% | +0.5% | +2.5% |
| 30D | -3.0% | +9.5% | -12.5% | -4.9% |
| 3M | -17.6% | +10.6% | -28.2% | -19.5% |
| 6M | -3.2% | +24.0% | -27.3% | -7.9% |
| YTD | -28.2% | +54.0% | -82.2% | -34.8% |
| 1Y | -46.1% | +45.3% | -91.4% | -50.5% |
| 3Y | -22.2% | +21.8% | -43.9% | -25.5% |
| All | -59.1% | +65.2% | -124.3% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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