-15.8%
DKNG vs AGG
-0.2%
-15.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.6% |
| 7D | +13.5% | +0.5% | +13.0% | +13.0% |
| 30D | +19.1% | +2.4% | +16.7% | +17.2% |
| 3M | +8.1% | -0.8% | +8.9% | +7.6% |
| 6M | -2.7% | -0.8% | -1.9% | -2.9% |
| YTD | -31.7% | -0.6% | -31.1% | -32.2% |
| 1Y | -15.8% | 0.0% | -15.8% | -16.7% |
| All | -15.8% | -0.2% | -15.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling