+152.4%
DKNG vs ALLY
+54.6%
+97.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +3.0% | -3.8% | +6.8% | +4.8% |
| 30D | -3.0% | -4.9% | +1.9% | -0.9% |
| 3M | -17.6% | -2.6% | -15.0% | -16.9% |
| 6M | -3.2% | +15.7% | -19.0% | -10.4% |
| YTD | -28.2% | -5.2% | -23.1% | -27.4% |
| 1Y | -46.1% | +2.8% | -48.9% | -47.5% |
| 3Y | -22.2% | +63.4% | -85.6% | -40.2% |
| 5Y | -60.4% | -2.6% | -57.8% | -63.6% |
| All | +152.4% | +54.6% | +97.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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