+141.9%
DKNG vs ECHO
+145.5%
-3.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.3% |
| 30D | -6.4% | +4.4% | -10.8% | -7.0% |
| 3M | -17.6% | -20.3% | +2.7% | -15.3% |
| 6M | -5.7% | -15.3% | +9.7% | -4.5% |
| YTD | -31.2% | -15.5% | -15.7% | -30.6% |
| 1Y | -48.1% | +15.0% | -63.0% | -50.0% |
| 3Y | -25.6% | +409.1% | -434.7% | -49.4% |
| 5Y | -62.0% | +260.6% | -322.7% | -72.3% |
| All | +141.9% | +145.5% | -3.6% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling