+152.4%
DKNG vs COO
-35.8%
+188.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +3.0% | -22.5% | +25.6% | +18.7% |
| 30D | -3.0% | -29.7% | +26.7% | +18.7% |
| 3M | -17.6% | -20.1% | +2.6% | -7.4% |
| 6M | -3.2% | -26.9% | +23.7% | +14.0% |
| YTD | -28.2% | -34.2% | +6.0% | -9.9% |
| 1Y | -46.1% | -21.3% | -24.8% | -40.5% |
| 3Y | -22.2% | -38.7% | +16.5% | -6.9% |
| 5Y | -60.4% | -52.2% | -8.2% | -42.8% |
| All | +152.4% | -35.8% | +188.3% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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