-70.0%
DKNG vs COMP
-52.0%
-18.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +2.1% | 0.0% | +2.1% | +1.8% |
| 30D | -0.1% | +16.6% | -16.6% | -6.1% |
| 3M | -25.7% | -23.5% | -2.2% | -21.0% |
| 6M | -24.5% | +25.7% | -50.3% | -32.2% |
| YTD | -45.2% | -3.4% | -41.8% | -48.5% |
| 1Y | -36.4% | +7.6% | -44.0% | -42.5% |
| 3Y | -46.9% | +423.6% | -470.5% | -76.8% |
| 5Y | -53.4% | -10.6% | -42.8% | -63.8% |
| All | -70.0% | -52.0% | -18.0% | -72.3% |
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