-22.2%
DKNG vs CG
+42.2%
-64.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | +3.0% | -9.9% | +12.9% | +8.0% |
| 30D | -3.0% | -11.7% | +8.6% | +2.5% |
| 3M | -17.6% | -4.3% | -13.3% | -16.8% |
| 6M | -3.2% | -8.8% | +5.5% | -0.8% |
| YTD | -28.2% | -26.9% | -1.3% | -18.0% |
| 1Y | -46.1% | -35.4% | -10.6% | -34.4% |
| 3Y | -22.2% | +43.0% | -65.2% | -46.1% |
| All | -22.2% | +42.2% | -64.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling