+143.6%
DKNG vs M
+28.2%
+115.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | +1.8% | +2.4% | -0.5% | +1.2% |
| 30D | -0.7% | -11.6% | +10.9% | +2.4% |
| 3M | -3.7% | +1.6% | -5.3% | -4.4% |
| 6M | -5.1% | +25.2% | -30.3% | -11.4% |
| YTD | -30.7% | +3.8% | -34.5% | -32.4% |
| 1Y | -48.5% | +36.3% | -84.8% | -53.3% |
| 3Y | -25.1% | +116.3% | -141.4% | -43.9% |
| 5Y | -62.3% | +28.2% | -90.5% | -67.8% |
| All | +143.6% | +28.2% | +115.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling