+152.4%
DKNG vs ARMK
+141.0%
+11.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +3.1% |
| 7D | +3.0% | +3.1% | -0.1% | +1.8% |
| 30D | -3.0% | -2.8% | -0.2% | -1.9% |
| 3M | -17.6% | +7.6% | -25.2% | -20.0% |
| 6M | -3.2% | +47.9% | -51.1% | -17.4% |
| YTD | -28.2% | +60.0% | -88.2% | -40.7% |
| 1Y | -46.1% | +52.2% | -98.3% | -54.6% |
| 3Y | -22.2% | +131.4% | -153.6% | -45.0% |
| 5Y | -60.4% | +163.2% | -223.6% | -72.4% |
| All | +152.4% | +141.0% | +11.5% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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