-59.1%
DKNG vs DGX
+66.8%
-125.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.8% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | -3.0% | -1.2% | -1.9% | -2.6% |
| 3M | -17.6% | +15.8% | -33.4% | -21.2% |
| 6M | -3.2% | +18.2% | -21.4% | -8.1% |
| YTD | -28.2% | +37.2% | -65.4% | -35.3% |
| 1Y | -46.1% | +30.4% | -76.4% | -50.6% |
| 3Y | -22.2% | +96.7% | -118.9% | -41.5% |
| All | -59.1% | +66.8% | -125.9% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling