-62.8%
DKNG vs COMP
-28.2%
-34.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -2.5% | -13.9% | +11.4% | +1.7% |
| 3M | -14.2% | +30.7% | -45.0% | -22.1% |
| 6M | -6.0% | +18.7% | -24.6% | -14.6% |
| YTD | -31.3% | +1.0% | -32.4% | -35.2% |
| 1Y | -48.5% | +15.1% | -63.6% | -54.1% |
| 3Y | -25.7% | +219.8% | -245.5% | -60.1% |
| 5Y | -62.8% | -28.7% | -34.2% | -69.6% |
| All | -62.8% | -28.2% | -34.6% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling