+141.4%
DKNG vs ARMK
+134.2%
+7.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -2.5% | +2.4% | -4.9% | -3.4% |
| 3M | -14.2% | +6.1% | -20.3% | -16.3% |
| 6M | -6.0% | +41.8% | -47.7% | -18.4% |
| YTD | -31.3% | +55.5% | -86.9% | -42.7% |
| 1Y | -48.5% | +49.6% | -98.0% | -56.3% |
| 3Y | -25.7% | +122.8% | -148.5% | -46.7% |
| 5Y | -62.8% | +151.0% | -213.8% | -73.7% |
| All | +141.4% | +134.2% | +7.2% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling