+152.4%
DKNG vs CTAS
+233.7%
-81.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | -3.0% | -0.7% | -2.3% | -2.6% |
| 3M | -17.6% | +11.1% | -28.7% | -22.9% |
| 6M | -3.2% | +2.1% | -5.4% | -4.8% |
| YTD | -28.2% | +8.0% | -36.2% | -31.8% |
| 1Y | -46.1% | -0.5% | -45.6% | -46.4% |
| 3Y | -22.2% | +66.2% | -88.4% | -46.3% |
| 5Y | -60.4% | +109.2% | -169.6% | -75.9% |
| All | +152.4% | +233.7% | -81.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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