+152.4%
DKNG vs CME
+79.6%
+72.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +3.0% | -1.6% | +4.6% | +3.7% |
| 30D | -3.0% | +5.6% | -8.6% | -5.2% |
| 3M | -17.6% | +5.6% | -23.2% | -19.6% |
| 6M | -3.2% | -8.3% | +5.0% | -0.4% |
| YTD | -28.2% | +4.3% | -32.5% | -30.1% |
| 1Y | -46.1% | +9.1% | -55.2% | -48.5% |
| 3Y | -22.2% | +52.1% | -74.2% | -38.0% |
| 5Y | -60.4% | +79.7% | -140.1% | -71.0% |
| All | +152.4% | +79.6% | +72.8% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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