+152.4%
DKNG vs CG
+117.9%
+34.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.3% |
| 7D | +3.0% | -9.9% | +12.9% | +9.4% |
| 30D | -3.0% | -11.7% | +8.6% | +3.9% |
| 3M | -17.6% | -4.3% | -13.3% | -16.7% |
| 6M | -3.2% | -8.8% | +5.5% | -0.3% |
| YTD | -28.2% | -26.9% | -1.3% | -16.1% |
| 1Y | -46.1% | -35.4% | -10.6% | -32.2% |
| 3Y | -22.2% | +43.0% | -65.2% | -44.8% |
| 5Y | -60.4% | +1.9% | -62.3% | -66.0% |
| All | +152.4% | +117.9% | +34.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling