+152.4%
DKNG vs DKS
+340.0%
-187.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.8% |
| 7D | +3.0% | -3.0% | +6.0% | +4.1% |
| 30D | -3.0% | -33.4% | +30.4% | +9.6% |
| 3M | -17.6% | -39.4% | +21.8% | -3.8% |
| 6M | -3.2% | -30.1% | +26.9% | +5.4% |
| YTD | -28.2% | -31.0% | +2.8% | -21.8% |
| 1Y | -46.1% | -40.2% | -5.9% | -38.3% |
| 3Y | -22.2% | +30.9% | -53.1% | -38.8% |
| 5Y | -60.4% | +14.0% | -74.4% | -69.2% |
| All | +152.4% | +340.0% | -187.5% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling