-19.2%
DKNG vs GWRE
-24.5%
+5.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.6% | +3.9% |
| 7D | +13.8% | +2.2% | +11.6% | +13.2% |
| 30D | +17.9% | +4.5% | +13.4% | +16.4% |
| 3M | -2.1% | +6.4% | -8.5% | -5.7% |
| 6M | -2.0% | +18.8% | -20.8% | -9.4% |
| YTD | -32.9% | -15.1% | -17.8% | -38.8% |
| 1Y | -19.2% | -23.4% | +4.2% | -20.0% |
| All | -19.2% | -24.5% | +5.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling