+152.4%
DKNG vs CCJ
+897.0%
-744.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +3.0% | -4.0% | +7.1% | +4.3% |
| 30D | -3.0% | -2.4% | -0.6% | -2.5% |
| 3M | -17.6% | -2.3% | -15.3% | -17.6% |
| 6M | -3.2% | -16.2% | +13.0% | -0.5% |
| YTD | -28.2% | +5.7% | -33.9% | -32.6% |
| 1Y | -46.1% | +21.3% | -67.3% | -53.1% |
| 3Y | -22.2% | +159.4% | -181.6% | -53.3% |
| 5Y | -60.4% | +300.7% | -361.0% | -80.5% |
| All | +152.4% | +897.0% | -744.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling