-19.2%
DKNG vs M
+36.6%
-55.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.6% | -2.2% | +4.1% |
| 7D | +13.8% | +8.3% | +5.6% | +12.3% |
| 30D | +17.9% | +14.2% | +3.7% | +15.3% |
| 3M | -2.1% | -1.1% | -1.0% | -2.6% |
| 6M | -2.0% | +36.6% | -38.6% | -6.6% |
| YTD | -32.9% | +19.8% | -52.7% | -33.8% |
| 1Y | -19.2% | +37.2% | -56.4% | -25.7% |
| All | -19.2% | +36.6% | -55.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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