+152.4%
DKNG vs EXC
+72.1%
+80.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -3.0% | -3.6% | +0.6% | -1.9% |
| 3M | -17.6% | -4.3% | -13.3% | -16.5% |
| 6M | -3.2% | -9.9% | +6.7% | -0.2% |
| YTD | -28.2% | +1.8% | -30.0% | -29.2% |
| 1Y | -46.1% | +2.9% | -48.9% | -47.3% |
| 3Y | -22.2% | +19.1% | -41.3% | -29.6% |
| 5Y | -60.4% | +44.8% | -105.2% | -67.9% |
| All | +152.4% | +72.1% | +80.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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