+145.0%
DKNG vs CL
+47.3%
+97.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -4.9% | -2.2% | -2.8% | -4.5% |
| 30D | +10.3% | -4.8% | +15.2% | +11.4% |
| 3M | -5.4% | +4.9% | -10.3% | -6.2% |
| 6M | -5.6% | -5.7% | +0.1% | -4.7% |
| YTD | -30.3% | +14.4% | -44.7% | -32.7% |
| 1Y | -49.3% | +8.7% | -58.1% | -50.5% |
| 3Y | -19.0% | +30.0% | -49.0% | -27.4% |
| 5Y | -60.7% | +28.4% | -89.0% | -65.5% |
| All | +145.0% | +47.3% | +97.7% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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