+141.9%
DKNG vs EXEL
+177.2%
-35.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.1% |
| 30D | -6.4% | +11.9% | -18.3% | -9.9% |
| 3M | -17.6% | +9.2% | -26.9% | -20.3% |
| 6M | -5.7% | +39.1% | -44.8% | -16.5% |
| YTD | -31.2% | +31.0% | -62.2% | -38.2% |
| 1Y | -48.1% | +52.3% | -100.4% | -56.2% |
| 3Y | -25.6% | +159.7% | -185.3% | -52.5% |
| 5Y | -62.0% | +187.7% | -249.8% | -77.1% |
| All | +141.9% | +177.2% | -35.2% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling