+152.4%
DKNG vs GDDY
+30.0%
+122.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.6% | +3.5% |
| 7D | +3.0% | -3.2% | +6.2% | +4.4% |
| 30D | -3.0% | +6.8% | -9.8% | -7.1% |
| 3M | -17.6% | +30.5% | -48.1% | -30.4% |
| 6M | -3.2% | +13.3% | -16.6% | -13.1% |
| YTD | -28.2% | -21.0% | -7.2% | -22.7% |
| 1Y | -46.1% | -34.0% | -12.1% | -35.7% |
| 3Y | -22.2% | +33.1% | -55.2% | -43.0% |
| 5Y | -60.4% | +30.3% | -90.7% | -69.5% |
| All | +152.4% | +30.0% | +122.5% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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