+88.9%
DKNG vs DECK
+190.7%
-101.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.3% | -1.2% | -20.1% | -20.8% |
| 7D | -11.5% | +5.8% | -17.2% | -13.4% |
| 30D | -3.3% | +7.9% | -11.2% | -6.3% |
| 3M | -16.5% | -11.4% | -5.1% | -12.2% |
| 6M | -22.6% | -16.6% | -6.1% | -17.0% |
| YTD | -46.3% | -16.4% | -29.9% | -44.0% |
| 1Y | -33.8% | +8.6% | -42.5% | -38.8% |
| 3Y | -47.3% | -15.1% | -32.2% | -51.7% |
| 5Y | -57.6% | +22.9% | -80.4% | -70.4% |
| All | +88.9% | +190.7% | -101.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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