-22.2%
DKNG vs GPN
-27.4%
+5.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +3.0% | -4.3% | +7.4% | +4.5% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | -17.6% | +35.8% | -53.4% | -26.3% |
| 6M | -3.2% | +22.0% | -25.2% | -10.8% |
| YTD | -28.2% | +15.2% | -43.4% | -32.8% |
| 1Y | -46.1% | +3.5% | -49.6% | -47.4% |
| 3Y | -22.2% | -26.9% | +4.8% | -13.6% |
| All | -22.2% | -27.4% | +5.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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