+152.4%
DKNG vs AG
+95.0%
+57.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.3% | +4.7% |
| 7D | +3.0% | -6.7% | +9.8% | +3.9% |
| 30D | -3.0% | +2.2% | -5.2% | -3.4% |
| 3M | -17.6% | +15.7% | -33.3% | -19.6% |
| 6M | -3.2% | -23.8% | +20.5% | -1.3% |
| YTD | -28.2% | +17.6% | -45.8% | -32.2% |
| 1Y | -46.1% | +88.6% | -134.7% | -53.0% |
| 3Y | -22.2% | +253.4% | -275.6% | -42.2% |
| 5Y | -60.4% | +62.4% | -122.8% | -67.7% |
| All | +152.4% | +95.0% | +57.5% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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