-22.2%
DKNG vs ITW
+20.2%
-42.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +3.0% | -0.7% | +3.8% | +3.4% |
| 30D | -3.0% | -8.3% | +5.3% | +1.0% |
| 3M | -17.6% | +6.0% | -23.6% | -20.4% |
| 6M | -3.2% | 0.0% | -3.2% | -4.1% |
| YTD | -28.2% | +10.2% | -38.4% | -33.9% |
| 1Y | -46.1% | +3.2% | -49.3% | -48.1% |
| 3Y | -22.2% | +21.0% | -43.2% | -38.7% |
| All | -22.2% | +20.2% | -42.4% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling