+152.4%
DKNG vs ITW
+99.8%
+52.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.6% |
| 7D | +3.0% | -0.7% | +3.8% | +3.6% |
| 30D | -3.0% | -8.3% | +5.3% | +2.7% |
| 3M | -17.6% | +6.0% | -23.6% | -21.3% |
| 6M | -3.2% | 0.0% | -3.2% | -4.6% |
| YTD | -28.2% | +10.2% | -38.4% | -34.5% |
| 1Y | -46.1% | +3.2% | -49.3% | -48.5% |
| 3Y | -22.2% | +21.0% | -43.2% | -34.6% |
| 5Y | -60.4% | +37.9% | -98.3% | -69.8% |
| All | +152.4% | +99.8% | +52.6% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling