+123.9%
DKNG vs BOXX
+18.5%
+105.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.1% |
| 7D | +3.0% | +0.1% | +3.0% | +2.8% |
| 30D | -3.0% | +0.3% | -3.3% | -4.4% |
| 3M | -17.6% | +1.0% | -18.6% | -21.1% |
| 6M | -3.2% | +1.9% | -5.2% | -9.9% |
| YTD | -28.2% | +2.7% | -30.9% | -34.8% |
| 1Y | -46.1% | +4.0% | -50.1% | -53.4% |
| 3Y | -22.2% | +14.7% | -36.8% | -36.6% |
| All | +123.9% | +18.5% | +105.4% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling