-22.2%
DKNG vs CLX
-36.5%
+14.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +4.5% |
| 7D | +3.0% | -5.7% | +8.7% | +4.0% |
| 30D | -3.0% | -17.0% | +14.0% | 0.0% |
| 3M | -17.6% | -9.7% | -7.9% | -16.2% |
| 6M | -3.2% | -19.8% | +16.6% | -0.6% |
| YTD | -28.2% | -9.8% | -18.4% | -28.5% |
| 1Y | -46.1% | -26.2% | -19.9% | -44.1% |
| 3Y | -22.2% | -36.2% | +14.0% | -20.2% |
| All | -22.2% | -36.5% | +14.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling