-62.5%
DKNG vs ALHC
-29.3%
-33.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | -0.7% | -6.3% | +5.7% | +0.5% |
| 3M | -3.7% | -12.3% | +8.6% | -3.3% |
| 6M | -5.1% | -27.0% | +21.9% | -2.3% |
| YTD | -30.7% | -31.8% | +1.1% | -28.1% |
| 1Y | -48.5% | -17.0% | -31.5% | -49.0% |
| 3Y | -25.1% | +159.8% | -184.9% | -52.5% |
| 5Y | -62.3% | -25.1% | -37.2% | -69.1% |
| All | -62.5% | -29.3% | -33.1% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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