+141.4%
DKNG vs EW
+21.6%
+119.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -2.3% | -5.1% | +2.8% | +0.5% |
| 30D | -2.5% | -6.4% | +3.8% | +0.9% |
| 3M | -14.2% | -1.6% | -12.7% | -13.7% |
| 6M | -6.0% | +2.3% | -8.2% | -7.6% |
| YTD | -31.3% | +1.1% | -32.4% | -32.4% |
| 1Y | -48.5% | +8.0% | -56.5% | -51.3% |
| 3Y | -25.7% | +16.3% | -42.1% | -38.6% |
| 5Y | -62.8% | -29.4% | -33.4% | -58.4% |
| All | +141.4% | +21.6% | +119.8% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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