-59.1%
DKNG vs DD
+56.1%
-115.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +3.0% | -3.5% | +6.5% | +5.1% |
| 30D | -3.0% | -11.7% | +8.6% | +3.9% |
| 3M | -17.6% | -9.2% | -8.4% | -13.6% |
| 6M | -3.2% | -7.2% | +3.9% | -1.8% |
| YTD | -28.2% | +6.6% | -34.8% | -33.9% |
| 1Y | -46.1% | +32.0% | -78.1% | -57.4% |
| 3Y | -22.2% | +42.1% | -64.3% | -44.8% |
| All | -59.1% | +56.1% | -115.2% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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