-25.4%
DKNG vs EXC
+19.7%
-45.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.0% | -1.6% | -0.4% | -2.1% |
| 30D | -6.4% | -2.4% | -4.1% | -6.6% |
| 3M | -17.6% | -4.0% | -13.7% | -17.8% |
| 6M | -5.7% | -9.8% | +4.1% | -6.5% |
| YTD | -31.2% | +2.3% | -33.5% | -30.8% |
| 1Y | -48.1% | +3.8% | -51.9% | -47.8% |
| All | -25.4% | +19.7% | -45.2% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling