+152.4%
DKNG vs EXEL
+170.8%
-18.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.1% |
| 7D | +3.0% | -4.9% | +7.9% | +4.6% |
| 30D | -3.0% | +11.4% | -14.4% | -6.5% |
| 3M | -17.6% | +4.9% | -22.5% | -19.3% |
| 6M | -3.2% | +34.4% | -37.7% | -13.5% |
| YTD | -28.2% | +28.0% | -56.2% | -35.1% |
| 1Y | -46.1% | +43.6% | -89.7% | -53.6% |
| 3Y | -22.2% | +155.2% | -177.4% | -50.2% |
| 5Y | -60.4% | +181.2% | -241.6% | -75.9% |
| All | +152.4% | +170.8% | -18.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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