+152.4%
DKNG vs GNRC
+157.2%
-4.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.1% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -3.0% | -15.7% | +12.7% | +3.9% |
| 3M | -17.6% | -27.3% | +9.7% | -8.2% |
| 6M | -3.2% | -12.1% | +8.8% | -4.4% |
| YTD | -28.2% | +37.1% | -65.3% | -44.2% |
| 1Y | -46.1% | -0.5% | -45.6% | -51.8% |
| 3Y | -22.2% | +61.5% | -83.7% | -48.8% |
| 5Y | -60.4% | -58.6% | -1.8% | -52.2% |
| All | +152.4% | +157.2% | -4.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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