-35.7%
DKNG vs BTSG
+389.4%
-425.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +4.0% |
| 7D | +3.0% | -3.3% | +6.3% | +3.7% |
| 30D | -3.0% | -1.6% | -1.4% | -2.9% |
| 3M | -17.6% | -6.9% | -10.7% | -17.5% |
| 6M | -3.2% | +42.1% | -45.3% | -14.9% |
| YTD | -28.2% | +56.8% | -85.0% | -39.0% |
| 1Y | -46.1% | +109.8% | -155.9% | -58.3% |
| All | -35.7% | +389.4% | -425.1% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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