+152.4%
DKNG vs GWRE
+38.3%
+114.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.0% |
| 7D | +3.0% | -13.2% | +16.3% | +10.8% |
| 30D | -3.0% | -18.6% | +15.6% | +4.9% |
| 3M | -17.6% | +18.9% | -36.5% | -28.9% |
| 6M | -3.2% | -11.0% | +7.7% | -4.8% |
| YTD | -28.2% | -29.9% | +1.7% | -19.6% |
| 1Y | -46.1% | -44.3% | -1.7% | -30.4% |
| 3Y | -22.2% | +51.7% | -73.9% | -56.2% |
| 5Y | -60.4% | +15.4% | -75.8% | -74.6% |
| All | +152.4% | +38.3% | +114.2% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling