-22.2%
DKNG vs DT
+7.2%
-29.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.6% |
| 30D | -3.0% | +3.0% | -6.1% | -4.6% |
| 3M | -17.6% | +26.5% | -44.1% | -26.7% |
| 6M | -3.2% | +35.9% | -39.2% | -18.3% |
| YTD | -28.2% | +17.8% | -46.0% | -35.3% |
| 1Y | -46.1% | +4.1% | -50.1% | -47.9% |
| 3Y | -22.2% | +5.3% | -27.5% | -33.0% |
| All | -22.2% | +7.2% | -29.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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