-22.2%
DKNG vs BAH
-27.9%
+5.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | +3.0% | +4.3% | -1.2% | +2.1% |
| 30D | -3.0% | -2.5% | -0.6% | -2.5% |
| 3M | -17.6% | -0.9% | -16.6% | -17.9% |
| 6M | -3.2% | +1.5% | -4.7% | -4.0% |
| YTD | -28.2% | -8.0% | -20.2% | -28.2% |
| 1Y | -46.1% | -24.7% | -21.3% | -44.4% |
| 3Y | -22.2% | -28.4% | +6.2% | -25.0% |
| All | -22.2% | -27.9% | +5.7% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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