+152.4%
DKNG vs CBOE
+171.0%
-18.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.6% | +4.8% |
| 7D | +3.0% | -5.8% | +8.9% | +4.4% |
| 30D | -3.0% | -3.1% | +0.1% | -2.5% |
| 3M | -17.6% | -4.8% | -12.8% | -17.1% |
| 6M | -3.2% | -0.6% | -2.7% | -4.6% |
| YTD | -28.2% | +12.8% | -41.0% | -31.6% |
| 1Y | -46.1% | +19.8% | -65.8% | -49.5% |
| 3Y | -22.2% | +86.9% | -109.1% | -40.0% |
| 5Y | -60.4% | +136.5% | -196.9% | -72.6% |
| All | +152.4% | +171.0% | -18.5% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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