+152.4%
DKNG vs ECL
+50.0%
+102.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.3% |
| 7D | +3.0% | -1.1% | +4.2% | +3.8% |
| 30D | -3.0% | -0.8% | -2.2% | -2.5% |
| 3M | -17.6% | +5.0% | -22.6% | -20.4% |
| 6M | -3.2% | +0.2% | -3.5% | -4.4% |
| YTD | -28.2% | +5.8% | -34.0% | -31.8% |
| 1Y | -46.1% | +1.5% | -47.6% | -47.6% |
| 3Y | -22.2% | +55.0% | -77.2% | -43.6% |
| 5Y | -60.4% | +29.3% | -89.7% | -68.9% |
| All | +152.4% | +50.0% | +102.4% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling