+152.4%
DKNG vs BTG
+105.4%
+47.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.3% |
| 7D | +3.0% | -3.8% | +6.8% | +3.7% |
| 30D | -3.0% | +3.6% | -6.7% | -3.7% |
| 3M | -17.6% | +32.0% | -49.6% | -22.0% |
| 6M | -3.2% | +3.4% | -6.6% | -5.2% |
| YTD | -28.2% | +20.8% | -49.0% | -32.3% |
| 1Y | -46.1% | +22.4% | -68.5% | -49.6% |
| 3Y | -22.2% | +91.7% | -113.9% | -35.9% |
| 5Y | -60.4% | +79.0% | -139.4% | -67.5% |
| All | +152.4% | +105.4% | +47.1% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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