-62.0%
DKNG vs CLF
-49.9%
-12.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | -6.4% | -4.7% | -1.8% | -5.7% |
| 3M | -17.6% | -4.7% | -13.0% | -17.8% |
| 6M | -5.7% | +24.0% | -29.7% | -12.9% |
| YTD | -31.2% | -10.9% | -20.3% | -32.0% |
| 1Y | -48.1% | +4.0% | -52.1% | -51.8% |
| 3Y | -25.6% | -16.9% | -8.6% | -31.7% |
| 5Y | -62.0% | -49.3% | -12.7% | -60.9% |
| All | -62.0% | -49.9% | -12.2% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling