-22.2%
DKNG vs BB
+64.9%
-87.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.1% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -3.0% | -12.5% | +9.5% | -1.1% |
| 3M | -17.6% | -17.4% | -0.2% | -16.0% |
| 6M | -3.2% | +119.1% | -122.4% | -20.9% |
| YTD | -28.2% | +102.4% | -130.6% | -40.3% |
| 1Y | -46.1% | +98.2% | -144.3% | -55.2% |
| 3Y | -22.2% | +46.9% | -69.1% | -41.5% |
| All | -22.2% | +64.9% | -87.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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