-15.8%
DKNG vs BOXX
+4.1%
-19.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +13.5% | +0.1% | +13.4% | +13.4% |
| 30D | +19.1% | +0.4% | +18.7% | +18.4% |
| 3M | +8.1% | +1.0% | +7.1% | +2.3% |
| 6M | -2.7% | +2.0% | -4.7% | -11.3% |
| YTD | -31.7% | +3.3% | -35.0% | -37.2% |
| 1Y | -15.8% | +4.0% | -19.8% | -23.8% |
| All | -15.8% | +4.1% | -19.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling