+152.4%
DKNG vs BG
+166.8%
-14.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.9% |
| 7D | +3.0% | +3.1% | -0.1% | +2.0% |
| 30D | -3.0% | +10.2% | -13.2% | -6.2% |
| 3M | -17.6% | -1.7% | -15.9% | -17.7% |
| 6M | -3.2% | +1.0% | -4.2% | -4.3% |
| YTD | -28.2% | +39.9% | -68.1% | -36.4% |
| 1Y | -46.1% | +53.2% | -99.3% | -53.8% |
| 3Y | -22.2% | +16.3% | -38.4% | -28.5% |
| 5Y | -60.4% | +83.9% | -144.3% | -71.1% |
| All | +152.4% | +166.8% | -14.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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