+152.4%
DKNG vs CLF
+14.6%
+137.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.9% |
| 7D | +3.0% | -3.5% | +6.6% | +3.8% |
| 30D | -3.0% | -1.6% | -1.5% | -2.9% |
| 3M | -17.6% | -12.0% | -5.6% | -16.2% |
| 6M | -3.2% | +30.0% | -33.2% | -10.9% |
| YTD | -28.2% | -9.2% | -19.0% | -29.3% |
| 1Y | -46.1% | +2.3% | -48.4% | -49.2% |
| 3Y | -22.2% | -14.4% | -7.8% | -28.3% |
| 5Y | -60.4% | -48.3% | -12.1% | -60.3% |
| All | +152.4% | +14.6% | +137.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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