-25.1%
DKNG vs GD
+72.8%
-97.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.8% | -3.5% | +5.3% | +2.8% |
| 30D | -0.7% | -9.0% | +8.4% | +1.9% |
| 3M | -3.7% | +5.1% | -8.7% | -4.9% |
| 6M | -5.1% | -1.0% | -4.1% | -4.7% |
| YTD | -30.7% | +7.3% | -38.0% | -32.3% |
| 1Y | -48.5% | +12.4% | -60.9% | -50.4% |
| 3Y | -25.1% | +73.7% | -98.8% | -34.6% |
| All | -25.1% | +72.8% | -97.9% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling