-46.1%
DKNG vs CME
+9.8%
-55.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | -3.0% | +5.6% | -8.6% | -4.1% |
| 3M | -17.6% | +5.6% | -23.2% | -18.3% |
| 6M | -3.2% | -8.3% | +5.0% | -1.7% |
| YTD | -28.2% | +4.3% | -32.5% | -29.0% |
| 1Y | -46.1% | +9.1% | -55.2% | -49.6% |
| All | -46.1% | +9.8% | -55.8% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling