-62.3%
DKNG vs COMP
-52.3%
-10.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.1% | +5.4% | +1.7% |
| 7D | -2.0% | -8.4% | +6.4% | +0.5% |
| 30D | -6.4% | -20.2% | +13.7% | -0.2% |
| 3M | -17.6% | +28.1% | -45.7% | -24.8% |
| 6M | -5.7% | +14.9% | -20.5% | -13.6% |
| YTD | -31.2% | -4.2% | -27.0% | -34.1% |
| 1Y | -48.1% | +10.2% | -58.3% | -53.2% |
| 3Y | -25.6% | +203.3% | -228.9% | -59.5% |
| 5Y | -62.0% | -29.2% | -32.8% | -67.7% |
| All | -62.3% | -52.3% | -10.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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