+152.4%
DKNG vs CLX
-32.2%
+184.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.6% |
| 7D | +3.0% | -5.7% | +8.7% | +4.2% |
| 30D | -3.0% | -17.0% | +14.0% | +0.4% |
| 3M | -17.6% | -9.7% | -7.9% | -16.0% |
| 6M | -3.2% | -19.8% | +16.6% | +0.3% |
| YTD | -28.2% | -9.8% | -18.4% | -27.6% |
| 1Y | -46.1% | -26.2% | -19.9% | -43.5% |
| 3Y | -22.2% | -36.2% | +14.0% | -17.3% |
| 5Y | -60.4% | -38.3% | -22.0% | -58.8% |
| All | +152.4% | -32.2% | +184.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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