+141.4%
DKNG vs CME
+79.1%
+62.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | -0.6% | -1.6% | -2.0% |
| 30D | -2.5% | +4.7% | -7.2% | -4.4% |
| 3M | -14.2% | +7.8% | -22.1% | -17.1% |
| 6M | -6.0% | -11.0% | +5.0% | -2.1% |
| YTD | -31.3% | +4.0% | -35.4% | -33.1% |
| 1Y | -48.5% | +9.1% | -57.6% | -50.8% |
| 3Y | -25.7% | +52.3% | -78.0% | -40.9% |
| 5Y | -62.8% | +76.1% | -138.9% | -72.5% |
| All | +141.4% | +79.1% | +62.4% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling