-22.2%
DKNG vs EXEL
+154.7%
-176.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.5% |
| 7D | +3.0% | -4.9% | +7.9% | +3.4% |
| 30D | -3.0% | +11.4% | -14.4% | -3.8% |
| 3M | -17.6% | +4.9% | -22.5% | -18.0% |
| 6M | -3.2% | +34.4% | -37.7% | -5.8% |
| YTD | -28.2% | +28.0% | -56.2% | -29.8% |
| 1Y | -46.1% | +43.6% | -89.7% | -48.0% |
| 3Y | -22.2% | +155.2% | -177.4% | -26.5% |
| All | -22.2% | +154.7% | -176.9% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling