-59.1%
DKNG vs MOD
+1,550.4%
-1,609.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +3.1% |
| 7D | +3.0% | -2.8% | +5.8% | +3.7% |
| 30D | -3.0% | -5.1% | +2.1% | -2.1% |
| 3M | -17.6% | -30.3% | +12.7% | -12.3% |
| 6M | -3.2% | -5.6% | +2.4% | -7.5% |
| YTD | -28.2% | +41.8% | -70.0% | -40.1% |
| 1Y | -46.1% | +28.9% | -75.0% | -54.7% |
| 3Y | -22.2% | +304.1% | -326.3% | -59.5% |
| All | -59.1% | +1,550.4% | -1,609.5% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 5y: compounded portfolio wealth divided by compounded MOD 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…
5y analysis · Full analysis span regression · 6 months rolling