+141.4%
DKNG vs GD
+120.8%
+20.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.3% | -3.1% | +0.9% | -0.7% |
| 30D | -2.5% | -10.9% | +8.4% | +3.2% |
| 3M | -14.2% | +2.5% | -16.7% | -15.5% |
| 6M | -6.0% | -1.7% | -4.3% | -5.7% |
| YTD | -31.3% | +6.1% | -37.5% | -34.2% |
| 1Y | -48.5% | +11.7% | -60.2% | -52.1% |
| 3Y | -25.7% | +71.8% | -97.5% | -47.0% |
| 5Y | -62.8% | +92.2% | -155.0% | -74.9% |
| All | +141.4% | +120.8% | +20.7% | +38.9% |
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