+152.4%
DKNG vs CDW
+49.5%
+103.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.8% | -3.5% | +0.2% |
| 7D | +3.0% | +0.9% | +2.1% | +2.4% |
| 30D | -3.0% | +13.1% | -16.1% | -9.9% |
| 3M | -17.6% | +19.7% | -37.3% | -26.3% |
| 6M | -3.2% | +30.7% | -34.0% | -20.5% |
| YTD | -28.2% | +14.7% | -42.9% | -36.8% |
| 1Y | -46.1% | -5.3% | -40.8% | -46.9% |
| 3Y | -22.2% | -23.8% | +1.7% | -14.6% |
| 5Y | -60.4% | -16.8% | -43.6% | -59.3% |
| All | +152.4% | +49.5% | +103.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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