-19.2%
DKNG vs ITW
+24.0%
-43.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.8% |
| 7D | +13.8% | +6.3% | +7.5% | +12.4% |
| 30D | +17.9% | +11.1% | +6.8% | +15.6% |
| 3M | -2.1% | +0.1% | -2.2% | -3.4% |
| 6M | -2.0% | +18.1% | -20.0% | -4.0% |
| YTD | -32.9% | +21.4% | -54.3% | -39.3% |
| 1Y | -19.2% | +22.9% | -42.1% | -28.5% |
| All | -19.2% | +24.0% | -43.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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