-49.3%
DKNG vs M
+46.1%
-95.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -4.9% | +4.7% | -9.7% | -5.7% |
| 30D | +10.3% | -9.6% | +20.0% | +12.3% |
| 3M | -5.4% | +0.9% | -6.2% | -5.7% |
| 6M | -5.6% | +22.3% | -27.9% | -9.5% |
| YTD | -30.3% | +6.5% | -36.8% | -30.5% |
| 1Y | -49.3% | +38.8% | -88.1% | -55.6% |
| All | -49.3% | +46.1% | -95.5% | -55.6% |
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