+152.4%
DKNG vs GME
+1,963.4%
-1,811.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +4.1% |
| 7D | +3.0% | +10.4% | -7.3% | +2.3% |
| 30D | -3.0% | +14.1% | -17.1% | -4.0% |
| 3M | -17.6% | -4.6% | -12.9% | -17.4% |
| 6M | -3.2% | -13.5% | +10.3% | -2.4% |
| YTD | -28.2% | +5.3% | -33.5% | -28.7% |
| 1Y | -46.1% | -14.9% | -31.2% | -45.7% |
| 3Y | -22.2% | +24.3% | -46.4% | -30.1% |
| 5Y | -60.4% | -55.6% | -4.8% | -63.0% |
| All | +152.4% | +1,963.4% | -1,811.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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