-59.1%
DKNG vs EXE
+97.7%
-156.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.9% |
| 7D | +3.0% | -3.1% | +6.2% | +4.0% |
| 30D | -3.0% | -0.9% | -2.1% | -2.9% |
| 3M | -17.6% | +9.6% | -27.1% | -20.1% |
| 6M | -3.2% | -11.6% | +8.4% | -0.4% |
| YTD | -28.2% | -12.6% | -15.6% | -26.4% |
| 1Y | -46.1% | +1.2% | -47.2% | -48.0% |
| 3Y | -22.2% | +18.0% | -40.2% | -30.9% |
| All | -59.1% | +97.7% | -156.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 5y: compounded portfolio wealth divided by compounded EXE 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…
5y analysis · Full analysis span regression · 6 months rolling