+152.4%
DKNG vs MCO
+149.3%
+3.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.2% |
| 7D | +3.0% | -3.8% | +6.8% | +5.8% |
| 30D | -3.0% | -0.4% | -2.6% | -2.8% |
| 3M | -17.6% | +7.7% | -25.3% | -22.1% |
| 6M | -3.2% | +7.0% | -10.2% | -8.3% |
| YTD | -28.2% | -6.4% | -21.8% | -26.2% |
| 1Y | -46.1% | -7.6% | -38.4% | -44.4% |
| 3Y | -22.2% | +43.2% | -65.4% | -43.9% |
| 5Y | -60.4% | +29.6% | -90.0% | -69.8% |
| All | +152.4% | +149.3% | +3.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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