+141.9%
DKNG vs AWK
+41.2%
+100.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -2.0% | -0.7% | -1.2% | -1.7% |
| 30D | -6.4% | +2.8% | -9.2% | -7.3% |
| 3M | -17.6% | +11.3% | -29.0% | -20.7% |
| 6M | -5.7% | +6.7% | -12.4% | -8.2% |
| YTD | -31.2% | +9.4% | -40.6% | -34.0% |
| 1Y | -48.1% | +3.7% | -51.8% | -49.4% |
| 3Y | -25.6% | +9.2% | -34.8% | -32.1% |
| 5Y | -62.0% | -15.7% | -46.3% | -61.2% |
| All | +141.9% | +41.2% | +100.7% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling