-52.0%
DKNG vs GTLB
-49.8%
-2.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.6% |
| 7D | -2.0% | -4.1% | +2.1% | -0.5% |
| 30D | -6.4% | +12.3% | -18.8% | -11.2% |
| 3M | -17.6% | +65.9% | -83.6% | -33.1% |
| 6M | -5.7% | +104.0% | -109.7% | -30.9% |
| YTD | -31.2% | +26.0% | -57.2% | -39.9% |
| 1Y | -48.1% | -3.5% | -44.6% | -50.1% |
| 3Y | -25.6% | -9.6% | -15.9% | -34.4% |
| All | -52.0% | -49.8% | -2.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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