-59.1%
DKNG vs ADSK
-25.3%
-33.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.0% |
| 7D | +3.0% | -2.5% | +5.6% | +5.0% |
| 30D | -3.0% | -14.9% | +11.9% | +8.4% |
| 3M | -17.6% | +3.3% | -20.9% | -21.9% |
| 6M | -3.2% | -15.7% | +12.4% | +7.1% |
| YTD | -28.2% | -28.2% | 0.0% | -10.5% |
| 1Y | -46.1% | -34.5% | -11.5% | -27.1% |
| 3Y | -22.2% | -2.9% | -19.3% | -30.5% |
| All | -59.1% | -25.3% | -33.7% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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