-22.2%
DKNG vs DXCM
-20.4%
-1.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.6% |
| 7D | +3.0% | -5.5% | +8.6% | +4.0% |
| 30D | -3.0% | -8.6% | +5.5% | -1.6% |
| 3M | -17.6% | +10.3% | -27.9% | -18.9% |
| 6M | -3.2% | +25.2% | -28.5% | -6.7% |
| YTD | -28.2% | +25.1% | -53.3% | -30.9% |
| 1Y | -46.1% | +9.2% | -55.3% | -47.1% |
| 3Y | -22.2% | -22.6% | +0.4% | -23.4% |
| All | -22.2% | -20.4% | -1.7% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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