+152.4%
DKNG vs M
+26.0%
+126.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.7% | -3.4% | +2.4% |
| 7D | +3.0% | -4.2% | +7.2% | +4.1% |
| 30D | -3.0% | -7.2% | +4.2% | -1.3% |
| 3M | -17.6% | -11.1% | -6.4% | -15.5% |
| 6M | -3.2% | +28.8% | -32.0% | -10.4% |
| YTD | -28.2% | +2.0% | -30.2% | -29.7% |
| 1Y | -46.1% | +31.3% | -77.3% | -50.7% |
| 3Y | -22.2% | +119.1% | -141.3% | -42.0% |
| 5Y | -60.4% | +29.7% | -90.1% | -66.2% |
| All | +152.4% | +26.0% | +126.4% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling