+152.4%
DKNG vs EIX
+9.1%
+143.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.7% |
| 7D | +3.0% | -1.4% | +4.4% | +3.3% |
| 30D | -3.0% | -19.3% | +16.3% | +1.1% |
| 3M | -17.6% | -21.7% | +4.1% | -13.5% |
| 6M | -3.2% | -19.8% | +16.6% | +0.6% |
| YTD | -28.2% | -3.0% | -25.2% | -30.1% |
| 1Y | -46.1% | +5.1% | -51.2% | -49.0% |
| 3Y | -22.2% | -7.0% | -15.2% | -26.1% |
| 5Y | -60.4% | +22.0% | -82.4% | -66.7% |
| All | +152.4% | +9.1% | +143.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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