-52.0%
DKNG vs MOD
+1,086.9%
-1,138.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +27.9% | -29.1% | -6.3% |
| 7D | +2.1% | +40.4% | -38.4% | -5.1% |
| 30D | -0.1% | -14.0% | +14.0% | +1.1% |
| 3M | -25.7% | -33.3% | +7.7% | -21.0% |
| 6M | -24.5% | -51.4% | +26.9% | -16.2% |
| YTD | -45.2% | +1.6% | -46.8% | -52.1% |
| 1Y | -36.4% | +5.4% | -41.8% | -45.8% |
| 3Y | -46.9% | +191.0% | -237.9% | -71.2% |
| All | -52.0% | +1,086.9% | -1,138.9% | -86.5% |
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