+141.4%
DKNG vs ALM
+1,244.3%
-1,102.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.7% |
| 7D | -2.3% | +3.6% | -5.9% | -2.4% |
| 30D | -2.5% | +33.8% | -36.3% | -3.9% |
| 3M | -14.2% | +14.8% | -29.0% | -15.1% |
| 6M | -6.0% | -7.0% | +1.0% | -6.7% |
| YTD | -31.3% | +108.1% | -139.4% | -34.9% |
| 1Y | -48.5% | +313.8% | -362.2% | -53.1% |
| 3Y | -25.7% | +2,227.6% | -2,253.3% | -42.5% |
| 5Y | -62.8% | +956.6% | -1,019.5% | -70.0% |
| All | +141.4% | +1,244.3% | -1,102.9% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling