+152.4%
DKNG vs CTVA
+226.9%
-74.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +3.0% | -4.5% | +7.5% | +5.0% |
| 30D | -3.0% | +11.3% | -14.3% | -7.4% |
| 3M | -17.6% | +12.3% | -29.9% | -22.3% |
| 6M | -3.2% | +7.2% | -10.4% | -7.4% |
| YTD | -28.2% | +26.0% | -54.2% | -36.1% |
| 1Y | -46.1% | +16.0% | -62.1% | -50.4% |
| 3Y | -22.2% | +73.9% | -96.1% | -41.4% |
| 5Y | -60.4% | +103.8% | -164.2% | -71.2% |
| All | +152.4% | +226.9% | -74.4% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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