-59.1%
DKNG vs ALM
+839.2%
-898.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.5% | +10.9% | +4.6% |
| 7D | +3.0% | -11.8% | +14.9% | +3.5% |
| 30D | -3.0% | +7.8% | -10.8% | -3.4% |
| 3M | -17.6% | -9.3% | -8.3% | -17.6% |
| 6M | -3.2% | -30.5% | +27.2% | -2.8% |
| YTD | -28.2% | +75.8% | -104.0% | -31.3% |
| 1Y | -46.1% | +241.2% | -287.3% | -50.2% |
| 3Y | -22.2% | +1,872.6% | -1,894.8% | -40.4% |
| All | -59.1% | +839.2% | -898.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling