-22.2%
DKNG vs ECHO
+416.0%
-438.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.2% |
| 7D | +3.0% | +3.7% | -0.7% | +2.7% |
| 30D | -3.0% | +0.7% | -3.7% | -3.1% |
| 3M | -17.6% | -27.3% | +9.7% | -15.7% |
| 6M | -3.2% | -17.0% | +13.7% | -2.4% |
| YTD | -28.2% | -14.3% | -13.9% | -27.9% |
| 1Y | -46.1% | +20.9% | -67.0% | -47.3% |
| 3Y | -22.2% | +423.0% | -445.1% | -35.7% |
| All | -22.2% | +416.0% | -438.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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