+143.6%
DKNG vs CI
+79.6%
+63.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.4% |
| 30D | -0.7% | -1.8% | +1.1% | -0.2% |
| 3M | -3.7% | -4.2% | +0.6% | -2.5% |
| 6M | -5.1% | +2.7% | -7.8% | -6.2% |
| YTD | -30.7% | +1.9% | -32.6% | -31.5% |
| 1Y | -48.5% | -6.3% | -42.2% | -48.2% |
| 3Y | -25.1% | +3.9% | -28.9% | -30.6% |
| 5Y | -62.3% | +41.9% | -104.2% | -69.5% |
| All | +143.6% | +79.6% | +63.9% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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