-22.2%
DKNG vs EQX
+168.9%
-191.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.2% |
| 7D | +3.0% | -3.2% | +6.2% | +3.4% |
| 30D | -3.0% | +7.8% | -10.8% | -3.8% |
| 3M | -17.6% | +21.3% | -38.9% | -19.3% |
| 6M | -3.2% | -22.4% | +19.2% | -1.2% |
| YTD | -28.2% | -11.3% | -16.9% | -28.6% |
| 1Y | -46.1% | +13.5% | -59.6% | -48.5% |
| 3Y | -22.2% | +162.1% | -184.3% | -38.3% |
| All | -22.2% | +168.9% | -191.1% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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