-22.2%
DKNG vs GWRE
+50.1%
-72.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.2% |
| 7D | +3.0% | -13.2% | +16.3% | +7.5% |
| 30D | -3.0% | -18.6% | +15.6% | +1.5% |
| 3M | -17.6% | +18.9% | -36.5% | -24.5% |
| 6M | -3.2% | -11.0% | +7.7% | -3.7% |
| YTD | -28.2% | -29.9% | +1.7% | -22.9% |
| 1Y | -46.1% | -44.3% | -1.7% | -36.8% |
| 3Y | -22.2% | +51.7% | -73.9% | -54.0% |
| All | -22.2% | +50.1% | -72.3% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling