-22.2%
DKNG vs DGX
+96.4%
-118.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +4.1% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | -3.0% | -1.2% | -1.9% | -2.9% |
| 3M | -17.6% | +15.8% | -33.4% | -18.7% |
| 6M | -3.2% | +18.2% | -21.4% | -4.8% |
| YTD | -28.2% | +37.2% | -65.4% | -30.3% |
| 1Y | -46.1% | +30.4% | -76.4% | -47.4% |
| 3Y | -22.2% | +96.7% | -118.9% | -22.5% |
| All | -22.2% | +96.4% | -118.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling