-61.8%
DKNG vs COMP
-47.7%
-14.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | +10.3% | -13.3% | +23.7% | +14.9% |
| 3M | -5.4% | +41.1% | -46.5% | -15.9% |
| 6M | -5.6% | +17.2% | -22.8% | -14.0% |
| YTD | -30.3% | +5.2% | -35.5% | -35.0% |
| 1Y | -49.3% | +18.9% | -68.3% | -55.3% |
| 3Y | -19.0% | +215.9% | -234.9% | -56.3% |
| 5Y | -60.7% | -31.2% | -29.5% | -66.0% |
| All | -61.8% | -47.7% | -14.1% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling