+95.1%
DKNG vs GD
+128.4%
-33.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.1% |
| 7D | -18.7% | +1.9% | -20.6% | -19.4% |
| 30D | -3.0% | +9.2% | -12.3% | -7.4% |
| 3M | -25.0% | -7.5% | -17.6% | -22.2% |
| 6M | -22.3% | +5.8% | -28.1% | -24.8% |
| YTD | -44.5% | +9.8% | -54.3% | -47.8% |
| 1Y | -39.3% | +5.8% | -45.1% | -41.7% |
| 3Y | -45.4% | +58.0% | -103.4% | -58.8% |
| 5Y | -52.8% | +100.4% | -153.2% | -68.7% |
| All | +95.1% | +128.4% | -33.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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