+152.4%
DKNG vs MET
+145.4%
+7.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.1% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | -17.6% | +11.6% | -29.2% | -22.5% |
| 6M | -3.2% | +40.8% | -44.0% | -19.7% |
| YTD | -28.2% | +25.7% | -53.9% | -36.8% |
| 1Y | -46.1% | +24.4% | -70.4% | -52.4% |
| 3Y | -22.2% | +67.5% | -89.6% | -41.8% |
| 5Y | -60.4% | +85.8% | -146.2% | -71.5% |
| All | +152.4% | +145.4% | +7.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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