-22.2%
DKNG vs AWK
+7.8%
-30.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +4.2% |
| 7D | +3.0% | -2.1% | +5.2% | +2.9% |
| 30D | -3.0% | +2.1% | -5.1% | -2.8% |
| 3M | -17.6% | +11.4% | -29.0% | -16.6% |
| 6M | -3.2% | +3.9% | -7.2% | -2.9% |
| YTD | -28.2% | +7.7% | -35.9% | -27.4% |
| 1Y | -46.1% | +1.3% | -47.4% | -45.6% |
| 3Y | -22.2% | +7.2% | -29.3% | -25.7% |
| All | -22.2% | +7.8% | -30.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 3y: compounded portfolio wealth divided by compounded AWK 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…
3y analysis · Full analysis span regression · 6 months rolling