+97.6%
DKNG vs DECK
+201.0%
-103.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -11.7% | +6.8% | -18.5% | -14.1% |
| 30D | -1.1% | +8.3% | -9.4% | -4.4% |
| 3M | -20.2% | -7.9% | -12.4% | -17.5% |
| 6M | -24.1% | -10.6% | -13.6% | -21.0% |
| YTD | -43.8% | -13.4% | -30.4% | -42.3% |
| 1Y | -36.6% | +12.5% | -49.1% | -42.3% |
| 3Y | -44.7% | -14.9% | -29.9% | -49.3% |
| 5Y | -52.9% | +27.5% | -80.3% | -67.6% |
| All | +97.6% | +201.0% | -103.5% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling