+141.9%
DKNG vs ALC
+15.5%
+126.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +2.0% |
| 7D | -2.0% | -7.7% | +5.7% | +3.1% |
| 30D | -6.4% | -11.7% | +5.2% | +1.3% |
| 3M | -17.6% | +0.7% | -18.3% | -18.3% |
| 6M | -5.7% | -17.1% | +11.4% | +4.8% |
| YTD | -31.2% | -15.1% | -16.1% | -25.0% |
| 1Y | -48.1% | -14.1% | -34.0% | -44.0% |
| 3Y | -25.6% | -18.2% | -7.4% | -20.6% |
| 5Y | -62.0% | -19.2% | -42.9% | -59.6% |
| All | +141.9% | +15.5% | +126.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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