-22.2%
DKNG vs DKS
+30.4%
-52.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +2.0% | +3.7% |
| 7D | +3.0% | -2.0% | +5.1% | +3.6% |
| 30D | -3.0% | -32.7% | +29.7% | +6.0% |
| 3M | -17.6% | -38.8% | +21.2% | -7.6% |
| 6M | -3.2% | -29.4% | +26.2% | +2.2% |
| YTD | -28.2% | -30.3% | +2.1% | -24.2% |
| 1Y | -46.1% | -39.6% | -6.5% | -40.4% |
| 3Y | -22.2% | +32.2% | -54.4% | -46.5% |
| All | -22.2% | +30.4% | -52.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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